Kazakhstan Stock Exchange Index KASE MEM Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
10.84%
decreased by 0.36%
1 Week
11.12%
decreased by 0.08%
1 Month
12.15%
increased by 0.95%
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 | |
|---|---|---|
| 0.0143 | 5.15 | |
| 0.1596 | 31.64 | |
| 0.8361 | 218.69 |
Estimation Period:
Apr 24, 2009 to May 6, 2026
Apr 24, 2009 to May 6, 2026
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