Tables index

From

A Comparative Study of Volatility of Consumer Price Index and Exchange Rate of Ghana Using GARCH Models

Mary Ann Yeboah, David Benteh, Francis Yao Anyan, Philip Nyarko Kwakye, Kofi Mensah, Sulemana Mahawiya

American Journal of Applied Mathematics and Statistics. 2023, 11(4), 100-107 doi:10.12691/ajams-11-4-1
  • Table 1. Descriptive Statistics of the Data
  • Table 2. Stationary Test (Dickey-Fuller Test)
  • Table 3. Estimate of the mean equations
  • Table 4. Test of the ARCH effect (LM test) for Exchange rate and the CPI
  • Table 5. Estimation results from GARCH (1, 1) model
  • Table 6. Estimation results from GARCH-M (1, 1) model
  • Table 7. Estimation results from EGARCH (1, 1) model
  • Table 8. Estimation results from GJRGARCH (1, 1) model
  • Table 9. Estimation results from PGARCH (1, 1) model