Ghana Stock Exchange Composite Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:29.82% (-3.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0866 | 4.15 | |
| 0.1446 | 5.52 | |
| 0.7522 | 16.34 | |
| -0.0765 | -0.76 | |
| 0.2806 | 1.80 | |
| -0.3870 | -2.76 | |
| 0.3580 | 2.35 | |
| -0.3658 | -2.47 | |
| 0.3301 | 1.74 |
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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