V-Lab
Ghana Stock Exchange Composite Index Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:17.27% (+0.10%)
Analysis last updated: Wednesday, October 4, 2023 at 04:36 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3274 | 4.49 | |
| 0.1290 | 4.68 | |
| 0.7440 | 12.40 | |
| 0.1179 | 3.11 | |
| -0.1531 | -2.32 | |
| 0.1111 | 1.40 |
Estimation Period:
Jan 4, 2011 to Sep 29, 2023
Jan 4, 2011 to Sep 29, 2023
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