Ghana Stock Exchange Composite Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, April 17th, 2026
1 Day
16.57%
decreased by 0.46%
1 Week
15.87%
decreased by 1.16%
1 Month
14.21%
decreased by 2.82%
Analysis last updated: Friday, April 17, 2026 at 08:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0904 | 4.05 | |
| 0.1494 | 5.61 | |
| 0.7522 | 16.95 | |
| -0.0636 | -0.63 | |
| 0.2589 | 1.66 | |
| -0.3698 | -2.66 | |
| 0.3365 | 2.22 | |
| -0.3270 | -2.36 | |
| 0.2308 | 2.29 |
Estimation Period:
Jan 4, 2011 to Apr 2, 2026
Jan 4, 2011 to Apr 2, 2026
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