V-Lab
Ghana Stock Exchange Composite Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, September 25th, 2023:14.05% (-0.19%)
Analysis last updated: Saturday, September 23, 2023 at 04:35 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0568 | 4.28 | |
| 0.1286 | 5.03 | |
| 0.7500 | 13.95 | |
| -0.0816 | -0.85 | |
| 0.2864 | 1.91 | |
| -0.3788 | -2.78 | |
| 0.3330 | 2.39 | |
| -0.2572 | -2.66 |
Estimation Period:
Jan 4, 2011 to Sep 22, 2023
Jan 4, 2011 to Sep 22, 2023
News Impact Curve
Volatility Forecasts
Other Ghana Stock Exchange Composite Index Analyses