Ghana Stock Exchange Composite Index AGARCH Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:13.30% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0425 | 10.24 | |
| 0.1150 | 18.15 | |
| 0.8030 | 65.84 | |
| -0.1641 | -6.52 |
Estimation Period:
Jan 4, 2011 to Jun 5, 2025
Jan 4, 2011 to Jun 5, 2025
News Impact Curve
Volatility Forecasts
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