V-Lab
Karachi Stock Exchange KSE100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 17th, 2024:12.34% (-0.53%)
Analysis last updated: Thursday, April 18, 2024 at 08:27 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0549 | 21.18 | |
| 0.1115 | 23.53 | |
| 0.8334 | 217.99 | |
| 0.0655 | 8.48 |
Estimation Period:
Jan 1, 1990 to Apr 12, 2024
Jan 1, 1990 to Apr 12, 2024
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