Kazakhstan Stock Exchange Index KASE Asy. MEM Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
10.70%
decreased by 0.27%
1 Week
11.01%
increased by 0.04%
1 Month
12.12%
increased by 1.15%
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 | |
|---|---|---|
| 0.0156 | 18.00 | |
| 0.1404 | 29.94 | |
| 0.8352 | 221.89 | |
| 0.0386 | 4.28 |
Estimation Period:
Apr 24, 2009 to May 6, 2026
Apr 24, 2009 to May 6, 2026
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