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 Friday, July 11th, 2025:15.27% (-1.01%)

Analysis last updated: Saturday, July 12, 2025 at 12:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0865	12.51
$α$	0.3051	42.15
$β$	0.6697	68.39
$γ$	0.1324	10.88
$δ$	1.3152	12.19

Estimation Period:
Mar 10, 1998 to Jun 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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