Ghana Stock Exchange Composite Index APARCH Volatility Analysis
Volatility prediction for Friday, March 27th, 2026
1 Day
46.54%
increased by 9.97%
1 Week
43.32%
increased by 6.75%
1 Month
33.98%
decreased by 2.59%
Analysis last updated: Friday, March 27, 2026 at 07:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0431 | 11.75 | |
| 0.1137 | 11.61 | |
| 0.7918 | 58.69 | |
| -0.0694 | -3.68 | |
| 2.2168 | 15.01 |
Estimation Period:
Jan 4, 2011 to Mar 19, 2026
Jan 4, 2011 to Mar 19, 2026
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