Ghana Stock Exchange Composite Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:9.19% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0698 | 4.32 | |
| 0.1286 | 5.52 | |
| 0.7644 | 16.44 | |
| -0.0878 | -0.86 | |
| 0.2962 | 1.84 | |
| -0.3833 | -2.58 | |
| 0.3276 | 2.09 | |
| -0.2961 | -2.09 | |
| 0.1938 | 1.90 |
Estimation Period:
Jan 4, 2011 to Dec 4, 2025
Jan 4, 2011 to Dec 4, 2025
News Impact Curve
Volatility Forecasts
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