Ghana Stock Exchange Composite Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 19th, 2026
1 Day
12.25%
increased by 0.59%
1 Week
13.02%
increased by 1.36%
1 Month
14.17%
increased by 2.51%
Analysis last updated: Friday, June 19, 2026 at 10:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.1886 | 18.78 | |
| 0.6941 | 43.02 | |
| -0.0891 | -7.10 | |
| 0.2214 | 1.56 | |
| 0.6087 | 7.31 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 4, 2011 to Apr 30, 2026
Jan 4, 2011 to Apr 30, 2026
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