V-Lab
Ghana Stock Exchange Composite Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 11th, 2025:12.39% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0051 | 4.40 | |
| 0.1290 | 5.24 | |
| 0.7717 | 16.15 | |
| -0.2368 | -1.20 | |
| 0.4996 | 1.45 | |
| -0.3205 | -1.05 | |
| -0.0500 | -0.21 | |
| 0.3147 | 1.79 | |
| -0.4409 | -2.43 | |
| 0.3246 | 2.22 |
Estimation Period:
Jan 4, 2011 to Apr 4, 2025
Jan 4, 2011 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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