V-Lab
Ghana Stock Exchange Composite Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:13.92% (-0.50%)
Analysis last updated: Friday, December 20, 2024 at 09:22 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0967 | 4.34 | |
| 0.1198 | 4.88 | |
| 0.7729 | 14.80 | |
| -0.0378 | -0.41 | |
| 0.2005 | 1.43 | |
| -0.2924 | -2.42 | |
| 0.2244 | 1.72 | |
| -0.1535 | -1.70 |
Estimation Period:
Jan 4, 2011 to Feb 23, 2024
Jan 4, 2011 to Feb 23, 2024
News Impact Curve
Volatility Forecasts
Other Ghana Stock Exchange Composite Index Analyses