V-Lab
V-Lab
Kazakhstan Stock Exchange Index KASE MEM Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:9.44% (-0.47%)

Analysis last updated: Saturday, April 20, 2024 at 03:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kazakhstan Stock Exchange Index KASE MEM
paramt-stat
ω0.01554.90
α0.163729.97
β0.8336201.41
Estimation Period:
Apr 24, 2009 to Mar 20, 2024
Impact of return on volatility tomorrow
Volatility Forecasts