Ghana Stock Exchange Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:7.97% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0441 | 10.79 | |
| 0.1238 | 9.99 | |
| 0.8107 | 69.36 | |
| -0.0247 | -1.24 |
Estimation Period:
Jan 4, 2011 to Dec 25, 2025
Jan 4, 2011 to Dec 25, 2025
News Impact Curve
Volatility Forecasts
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