Ghana Stock Exchange Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:8.38% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0444 | 10.82 | |
| 0.1235 | 9.93 | |
| 0.8108 | 69.18 | |
| -0.0254 | -1.28 |
Estimation Period:
Jan 4, 2011 to Dec 4, 2025
Jan 4, 2011 to Dec 4, 2025
News Impact Curve
Volatility Forecasts
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