Ghana Stock Exchange Composite Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 8th, 2026
1 Day
17.24%
increased by 3.44%
1 Week
16.66%
increased by 2.86%
1 Month
15.11%
increased by 1.31%
Analysis last updated: Saturday, May 9, 2026 at 03:08 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0452 | 11.69 | |
| 0.1422 | 11.26 | |
| 0.8022 | 73.13 | |
| -0.0361 | -1.86 |
Estimation Period:
Jan 4, 2011 to Apr 30, 2026
Jan 4, 2011 to Apr 30, 2026
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