V-Lab
V-Lab
Kazakhstan Stock Exchange Index KASE GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:12.30% (-0.18%)

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 GJR-GARCH
paramt-stat
ω0.029914.74
α0.096512.38
β0.8814106.59
γ0.03752.61
Estimation Period:
Mar 14, 2007 to Mar 20, 2024
Impact of return on volatility tomorrow
Volatility Forecasts