Ghana Stock Exchange Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:8.46% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0439 | 10.79 | |
| 0.1238 | 10.01 | |
| 0.8108 | 69.56 | |
| -0.0246 | -1.23 |
Estimation Period:
Jan 4, 2011 to Dec 31, 2025
Jan 4, 2011 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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