V-Lab
Ghana Stock Exchange Composite Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, September 12th, 2025:11.36% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0524 | 4.28 | |
| 0.1250 | 5.40 | |
| 0.7784 | 16.87 | |
| -0.1235 | -1.06 | |
| 0.3561 | 1.86 | |
| -0.4149 | -2.27 | |
| 0.3310 | 1.78 | |
| -0.2781 | -1.71 | |
| 0.1694 | 1.49 |
Estimation Period:
Jan 4, 2011 to Jun 5, 2025
Jan 4, 2011 to Jun 5, 2025
News Impact Curve
Volatility Forecasts
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