Ghana Stock Exchange Composite Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
10.15%
increased by 1.07%
1 Week
10.59%
increased by 1.51%
1 Month
11.48%
increased by 2.40%
Analysis last updated: Friday, June 5, 2026 at 08:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0936 | 4.06 | |
| 0.1498 | 5.71 | |
| 0.7503 | 17.71 | |
| -0.0569 | -0.57 | |
| 0.2471 | 1.62 | |
| -0.3602 | -2.66 | |
| 0.3277 | 2.20 | |
| -0.3203 | -2.35 | |
| 0.2279 | 2.28 |
Estimation Period:
Jan 4, 2011 to Apr 30, 2026
Jan 4, 2011 to Apr 30, 2026
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