V-Lab
Ghana Stock Exchange Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, September 12th, 2025:10.50% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0423 | 10.40 | |
| 0.1226 | 9.71 | |
| 0.8157 | 69.65 | |
| -0.0261 | -1.29 |
Estimation Period:
Jan 4, 2011 to Jun 5, 2025
Jan 4, 2011 to Jun 5, 2025
News Impact Curve
Volatility Forecasts
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