Ghana Stock Exchange Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:29.74% (-4.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.1889 | 18.54 | |
| 0.6916 | 40.82 | |
| -0.1078 | -8.68 | |
| 0.2132 | 1.45 | |
| 0.5969 | 7.58 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 4, 2011 to Mar 5, 2026
Jan 4, 2011 to Mar 5, 2026
News Impact Curve
Volatility Forecasts
Other Ghana Stock Exchange Composite Index Analyses
Other MF2-GARCH Analyses on Equity Indices