V-Lab
V-Lab
Karachi Stock Exchange KSE100 Index AGARCH Volatility Analysis
Volatility Prediction for Friday, July 4th, 2025:25.85% (-2.32%)
Analysis last updated: Friday, July 4, 2025 at 10:56 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Karachi Stock Exchange KSE100 Index AGARCH
paramt-stat
ω0.054820.98
α0.151143.69
β0.8247202.88
γ0.215315.11
Estimation Period:
Jan 1, 1990 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts