V-Lab
V-Lab
Kazakhstan Stock Exchange Index KASE MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:8.78% (-0.28%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Kazakhstan Stock Exchange Index KASE MF2-GARCH
paramt-stat
m66
α0.11868.96
β0.810871.59
γ0.02341.82
λ10.00000.00
λ20.00211.57
λ30.9975520.87
Estimation Period:
Mar 14, 2007 to Mar 20, 2024
Impact of return on volatility tomorrow
Volatility Forecasts