V-Lab: Karachi Stock Exchange KSE100 Index Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Karachi Stock Exchange KSE100 Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:11.10% (-0.49%)

Analysis last updated: Friday, April 19, 2024 at 07:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6015	4.80
$α$	0.1427	9.77
$β$	0.8121	39.66
$γ_{1}$	-0.0170	-3.30
$γ_{2}$	0.0204	2.92
$γ_{3}$	-0.0028	-0.93

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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