Ghana Stock Exchange Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:9.09% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.1645 | 17.46 | |
| 0.7060 | 39.56 | |
| -0.0856 | -7.21 | |
| 0.2062 | 1.33 | |
| 0.5994 | 7.14 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 4, 2011 to Dec 4, 2025
Jan 4, 2011 to Dec 4, 2025
News Impact Curve
Volatility Forecasts
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