Ghana Stock Exchange Composite Index MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, April 10th, 2026
1 Day
-0.00%
decreased by 12.66%
1 Week
32.82%
increased by 20.16%
1 Month
171.17%
increased by 158.51%
Analysis last updated: Friday, April 10, 2026 at 07:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.6239 | 6,239,410.00 | |
| 0.1261 | 1,260,590.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.9453 | 14.04 | |
| 0.8750 | 10.96 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 4, 2011 to Apr 2, 2026
Jan 4, 2011 to Apr 2, 2026
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