Ghana Stock Exchange Composite Index EGARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:9.51% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0447 | -4.68 | |
| 0.2434 | 17.17 | |
| 0.8684 | 55.53 | |
| 0.0393 | 2.70 |
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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