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

V-Lab

Ghana Stock Exchange Composite Index Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, July 4th, 2025:12.50% (+3.92%)

Analysis last updated: Saturday, July 5, 2025 at 02:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0500	4.28
$α$	0.1275	5.47
$β$	0.7720	16.61
$γ_{1}$	-0.1232	-1.07
$γ_{2}$	0.3541	1.87
$γ_{3}$	-0.4082	-2.24
$γ_{4}$	0.3145	1.67
$γ_{5}$	-0.2401	-1.24
$γ_{6}$	0.0656	0.20

Estimation Period:
Jan 4, 2011 to Jun 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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AGARCH
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GAS-GARCH Student T
MF2-GARCH