Ghana Stock Exchange Composite Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:9.43% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0748 | 4.29 | |
| 0.1306 | 5.58 | |
| 0.7648 | 16.67 | |
| -0.0881 | -0.87 | |
| 0.2969 | 1.86 | |
| -0.3880 | -2.66 | |
| 0.3408 | 2.19 | |
| -0.3221 | -2.14 | |
| 0.2253 | 1.12 |
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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