Ghana Stock Exchange Composite Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:8.84% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0759 | 4.29 | |
| 0.1306 | 5.59 | |
| 0.7648 | 16.82 | |
| -0.0860 | -0.85 | |
| 0.2932 | 1.84 | |
| -0.3850 | -2.64 | |
| 0.3380 | 2.18 | |
| -0.3189 | -2.27 | |
| 0.2192 | 2.16 |
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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