Ghana Stock Exchange Composite Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, March 27th, 2026
1 Day
45.17%
increased by 9.92%
1 Week
41.96%
increased by 6.71%
1 Month
32.84%
decreased by 2.41%
Analysis last updated: Friday, March 27, 2026 at 07:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0473 | 10.99 | |
| 0.1427 | 10.20 | |
| 0.7970 | 64.75 | |
| -0.0396 | -1.85 |
Estimation Period:
Jan 4, 2011 to Mar 19, 2026
Jan 4, 2011 to Mar 19, 2026
Other Ghana Stock Exchange Composite Index Analyses
Other GJR-GARCH Analyses on Equity Indices