V-Lab
Ghana Stock Exchange Composite Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 29th, 2024:12.51% (+0.73%)
Analysis last updated: Thursday, February 29, 2024 at 02:32 AM 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
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