Ghana Stock Exchange Composite Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
9.91%
increased by 0.67%
1 Week
10.29%
increased by 1.05%
1 Month
11.20%
increased by 1.96%
Analysis last updated: Friday, June 5, 2026 at 08:26 PM 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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