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

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V-Lab

Ghana Stock Exchange Composite Index Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, December 12th, 2025:9.85% (-0.09%)

Analysis last updated: Friday, December 12, 2025 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0630	4.27
$α$	0.1282	5.51
$β$	0.7679	16.41
$γ_{1}$	-0.0962	-0.94
$γ_{2}$	0.3103	1.91
$γ_{3}$	-0.3969	-2.66
$γ_{4}$	0.3486	2.20
$γ_{5}$	-0.3360	-2.20
$γ_{6}$	0.2930	1.36

Estimation Period:
Jan 4, 2011 to Dec 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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