Ghana Stock Exchange Composite Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:29.31% (-3.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0885 | 4.16 | |
| 0.1454 | 5.46 | |
| 0.7490 | 16.03 | |
| -0.0716 | -0.72 | |
| 0.2713 | 1.75 | |
| -0.3756 | -2.69 | |
| 0.3385 | 2.24 | |
| -0.3273 | -2.39 | |
| 0.2294 | 2.33 |
Estimation Period:
Jan 4, 2011 to Mar 5, 2026
Jan 4, 2011 to Mar 5, 2026
News Impact Curve
Volatility Forecasts
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