V-Lab
Ghana Stock Exchange Composite Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 9th, 2022:10.55% (-0.01%)
Analysis last updated: Friday, December 9, 2022, 02:36 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0687 | 4.39 | |
| 0.1422 | 4.96 | |
| 0.7201 | 11.56 | |
| -0.1365 | -1.19 | |
| 0.3740 | 1.92 | |
| -0.4016 | -2.07 | |
| 0.2768 | 1.30 | |
| -0.1944 | -0.61 |
Estimation Period:
Jan 4, 2011 to Dec 1, 2022
Jan 4, 2011 to Dec 1, 2022
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