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Table 2 GARCH (1, 1) model’s parameter estimates

From: Modeling variations in the cedi/dollar exchange rate in Ghana: an autoregressive conditional heteroscedastic (ARCH) models

Variable

Coefficients

Standard error

T-statistic

Probability

Mean

0.001923

0.0004442

4.329

0.000015

Omega

0.00001427

0.000004939

2.89

0.003843

Alpha

1

0.2271

4.403

0.0000107

Beta

0.2711

0.02162

3.785

0.000154

  1. Source: result from analysis of data, 2014.
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