Ghana Stock Exchange Composite Index AGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
11.41%
increased by 2.05%
1 Week
11.55%
increased by 2.19%
1 Month
11.88%
increased by 2.52%
Analysis last updated: Friday, June 5, 2026 at 08:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0451 | 11.49 | |
| 0.1298 | 19.47 | |
| 0.7890 | 69.15 | |
| -0.1703 | -7.44 |
Estimation Period:
Jan 4, 2011 to Apr 30, 2026
Jan 4, 2011 to Apr 30, 2026
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