V-Lab
V-Lab
Kazakhstan Stock Exchange Index KASE GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, April 12th, 2024:12.64% (-0.75%)

Analysis last updated: Friday, April 12, 2024 at 11:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kazakhstan Stock Exchange Index KASE GAS-GARCH-T
paramt-stat
ω3.75936.89
α0.072070.75
β0.99722873.78
ν439.79
Estimation Period:
Mar 14, 2007 to Mar 20, 2024