Ghana Stock Exchange Composite Index AGARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:8.49% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0451 | 10.71 | |
| 0.1165 | 18.45 | |
| 0.7963 | 64.63 | |
| -0.1694 | -6.85 |
Estimation Period:
Jan 4, 2011 to Dec 4, 2025
Jan 4, 2011 to Dec 4, 2025
News Impact Curve
Volatility Forecasts
Other Ghana Stock Exchange Composite Index Analyses
Other AGARCH Analyses on Equity Indices