Kazakhstan Stock Exchange Index KASE GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
12.66%
decreased by 0.25%
1 Week
13.04%
increased by 0.13%
1 Month
14.44%
increased by 1.53%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0207 | 15.35 | |
| 0.0838 | 13.10 | |
| 0.8967 | 126.59 | |
| 0.0348 | 2.72 |
Estimation Period:
Mar 14, 2007 to May 6, 2026
Mar 14, 2007 to May 6, 2026
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