Ghana Stock Exchange Composite Index GARCH Volatility Analysis
Volatility prediction for Friday, March 27th, 2026
1 Day
49.19%
increased by 11.16%
1 Week
45.99%
increased by 7.96%
1 Month
36.59%
decreased by 1.44%
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 | |
|---|---|---|
| 0.0449 | 11.52 | |
| 0.1238 | 18.66 | |
| 0.8038 | 68.35 |
Estimation Period:
Jan 4, 2011 to Mar 19, 2026
Jan 4, 2011 to Mar 19, 2026
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