Ghana Stock Exchange Composite Index GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:8.59% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0409 | 10.84 | |
| 0.1088 | 18.50 | |
| 0.8207 | 72.99 |
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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