Ghana Stock Exchange Composite Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:8.36% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0773 | 4.31 | |
| 0.1302 | 5.57 | |
| 0.7642 | 16.68 | |
| -0.0844 | -0.83 | |
| 0.2908 | 1.83 | |
| -0.3830 | -2.63 | |
| 0.3351 | 2.17 | |
| -0.3144 | -2.24 | |
| 0.2150 | 2.11 |
Estimation Period:
Jan 4, 2011 to Dec 25, 2025
Jan 4, 2011 to Dec 25, 2025
News Impact Curve
Volatility Forecasts
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