Ghana Stock Exchange Composite Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, March 27th, 2026
1 Day
51.70%
increased by 11.89%
1 Week
46.80%
increased by 6.99%
1 Month
34.25%
decreased by 5.56%
Analysis last updated: Friday, March 27, 2026 at 07:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0904 | 4.16 | |
| 0.1463 | 5.47 | |
| 0.7471 | 16.05 | |
| -0.0668 | -0.68 | |
| 0.2635 | 1.72 | |
| -0.3707 | -2.70 | |
| 0.3353 | 2.25 | |
| -0.3266 | -2.40 | |
| 0.2313 | 2.35 |
Estimation Period:
Jan 4, 2011 to Mar 19, 2026
Jan 4, 2011 to Mar 19, 2026
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