V-Lab
Ghana Stock Exchange Composite Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 10th, 2025:6.54% (-0.07%)
Analysis last updated: Friday, January 10, 2025 at 09:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0313 | 4.41 | |
| 0.1306 | 5.02 | |
| 0.7540 | 14.56 | |
| -0.1417 | -1.15 | |
| 0.3781 | 1.81 | |
| -0.3895 | -1.90 | |
| 0.2327 | 1.11 | |
| -0.0736 | -0.33 | |
| -0.2784 | -0.81 |
Estimation Period:
Jan 4, 2011 to Dec 25, 2024
Jan 4, 2011 to Dec 25, 2024
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