Ghana Stock Exchange Composite Index AGARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:31.62% (-3.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0464 | 10.84 | |
| 0.1281 | 18.50 | |
| 0.7841 | 61.68 | |
| -0.1851 | -7.91 |
Estimation Period:
Jan 4, 2011 to Mar 5, 2026
Jan 4, 2011 to Mar 5, 2026
News Impact Curve
Volatility Forecasts
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