Ghana Stock Exchange Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:32.90% (-3.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0470 | 10.92 | |
| 0.1427 | 10.19 | |
| 0.7979 | 64.90 | |
| -0.0401 | -1.87 |
Estimation Period:
Jan 4, 2011 to Mar 5, 2026
Jan 4, 2011 to Mar 5, 2026
News Impact Curve
Volatility Forecasts
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