V-Lab
Ghana Stock Exchange Composite Index Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 22nd, 2023:16.97% (-2.42%)
Analysis last updated: Wednesday, March 22, 2023, 04:35 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0871 | 4.35 | |
| 0.1543 | 5.28 | |
| 0.7035 | 11.72 | |
| -0.1164 | -1.09 | |
| 0.3449 | 1.96 | |
| -0.4018 | -2.33 | |
| 0.3153 | 1.63 | |
| -0.3214 | -1.09 |
Estimation Period:
Jan 4, 2011 to Mar 17, 2023
Jan 4, 2011 to Mar 17, 2023
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