Ghana Stock Exchange Composite Index EGARCH Volatility Analysis
Volatility Prediction for Friday, December 19th, 2025:9.42% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0464 | -5.03 | |
| 0.2442 | 17.68 | |
| 0.8653 | 57.03 | |
| 0.0403 | 2.82 |
Estimation Period:
Jan 4, 2011 to Dec 4, 2025
Jan 4, 2011 to Dec 4, 2025
News Impact Curve
Volatility Forecasts
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