Kazakhstan Stock Exchange Index KASE GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
12.80%
decreased by 0.31%
1 Week
13.15%
increased by 0.04%
1 Month
14.47%
increased by 1.36%
Analysis last updated: Friday, June 5, 2026 at 08:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0183 | 15.45 | |
| 0.1014 | 12.13 | |
| 0.8983 | 124.66 |
Estimation Period:
Mar 14, 2007 to May 6, 2026
Mar 14, 2007 to May 6, 2026
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