V-Lab: Ghana Stock Exchange Composite Index Spline-GARCH Volatility Analysis

V-Lab

Ghana Stock Exchange Composite Index Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, August 15th, 2022:31.63% (+5.42%)

Analysis last updated: Monday, August 15, 2022, 02:12 AM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	1.0649	4.28
$α$	0.1394	4.83
$β$	0.7379	12.01
$γ_{1}$	-0.1598	-1.23
$γ_{2}$	0.4079	1.81
$γ_{3}$	-0.3968	-1.75
$γ_{4}$	0.2076	0.87
$γ_{5}$	0.0190	0.06

Estimation Period:
Jan 4, 2011 to Aug 12, 2022

News Impact Curve

Volatility Forecasts

Other Ghana Stock Exchange Composite Index Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Zero Slope Spline-GARCH
GAS-GARCH Student T
MF2-GARCH

We are currently experiencing issues updating our data. Unfortunately, we do not have an estimate as to when these issues will be resolved. We apologize for any inconvenience and are working as hard as we can to resolve these issues as soon as possible.