Karachi Stock Exchange KSE100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.23% (+3.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0596 | 22.80 | |
| 0.1111 | 23.58 | |
| 0.8263 | 209.52 | |
| 0.0764 | 9.66 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Karachi Stock Exchange KSE100 Index Analyses
Other GJR-GARCH Analyses on Equity Indices