Karachi Stock Exchange KSE100 Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
15.26%
decreased by 0.94%
1 Week
15.85%
decreased by 0.35%
1 Month
17.73%
increased by 1.53%
Analysis last updated: Friday, June 12, 2026 at 06:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0577 | 22.80 | |
| 0.1093 | 24.01 | |
| 0.8295 | 221.66 | |
| 0.0778 | 10.06 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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