Ghana Stock Exchange Composite Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:10.47% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0464 | -4.99 | |
| 0.2450 | 17.85 | |
| 0.8661 | 57.08 | |
| 0.0391 | 2.75 |
Estimation Period:
Jan 4, 2011 to Dec 31, 2025
Jan 4, 2011 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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