Kazakhstan Stock Exchange Index KASE AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.33% (+0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0221 | 11.94 | |
| 0.1094 | 12.07 | |
| 0.8878 | 116.17 | |
| 0.1702 | 5.01 |
Estimation Period:
Mar 14, 2007 to Dec 31, 2025
Mar 14, 2007 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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