V-Lab: Ghana Stock Exchange Composite Index Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Ghana Stock Exchange Composite Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 30th, 2025:16.05% (-1.51%)

Analysis last updated: Friday, May 30, 2025 at 11:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0041	4.42
$α$	0.1289	5.21
$β$	0.7700	16.04
$γ_{1}$	-0.2344	-1.20
$γ_{2}$	0.4962	1.45
$γ_{3}$	-0.3205	-1.06
$γ_{4}$	-0.0466	-0.20
$γ_{5}$	0.3110	1.77
$γ_{6}$	-0.4424	-2.46
$γ_{7}$	0.3299	2.28

Estimation Period:
Jan 4, 2011 to Apr 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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