V-Lab
Karachi Stock Exchange KSE100 Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:16.10% (-0.12%)
Analysis last updated: Thursday, May 2, 2024 at 04:32 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6876 | 7.18 | |
| 0.1417 | 9.77 | |
| 0.8152 | 40.07 | |
| -0.0086 | -5.08 | |
| 0.0146 | 4.89 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2024
Jan 1, 1990 to Apr 30, 2024
News Impact Curve
Volatility Forecasts
Other Karachi Stock Exchange KSE100 Index Analyses