V-Lab
V-Lab
Kazakhstan Stock Exchange Index KASE EGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:11.91% (-0.29%)

Analysis last updated: Saturday, April 27, 2024 at 05:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kazakhstan Stock Exchange Index KASE EGARCH
paramt-stat
ω0.02699.56
α0.184715.10
β0.9830775.81
γ-0.0324-3.19
Estimation Period:
Mar 14, 2007 to Mar 20, 2024
Impact of return on volatility tomorrow
Volatility Forecasts