V-Lab: Karachi Stock Exchange KSE100 Index Asy. Power MEM Volatility Analysis

V-Lab

Karachi Stock Exchange KSE100 Index Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, November 23rd, 2021:19.25% (+2.84%)

Analysis last updated: Monday, November 22, 2021, 09:46 PM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	0.0826	11.79
$α$	0.2953	39.01
$β$	0.6830	68.03
$γ$	0.1467	10.96
$δ$	1.3288	11.87

Estimation Period:
Mar 10, 1998 to Nov 19, 2021

News Impact Curve

Volatility Forecasts

Other Karachi Stock Exchange KSE100 Index Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
GAS-GARCH Student T
MF2-GARCH

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