Ghana Stock Exchange Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:1.06% (-1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.6639 | 6,639,450.00 | |
| 0.0861 | 860,550.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.1894 | 51.99 | |
| 0.7341 | 196.17 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 4, 2011 to Dec 31, 2025
Jan 4, 2011 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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