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, January 17th, 2022:18.08% (-0.94%)

Analysis last updated: Saturday, January 15, 2022, 05:31 AM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	1.1995	4.20
$α$	0.1406	4.70
$β$	0.7314	11.93
$γ_{1}$	-0.0078	-0.09
$γ_{2}$	0.1575	1.27
$γ_{3}$	-0.3150	-3.24
$γ_{4}$	0.4500	2.84

Estimation Period:
Jan 4, 2011 to Jan 14, 2022

News Impact Curve

Volatility Forecasts

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

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