V-Lab
V-Lab
Karachi Stock Exchange KSE100 Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, March 18th, 2025:12.16% (-0.07%)
Analysis last updated: Tuesday, March 18, 2025 at 09:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Karachi Stock Exchange KSE100 Index AGARCH
paramt-stat
ω0.052720.58
α0.148143.70
β0.8284207.41
γ0.210214.66
Estimation Period:
Jan 1, 1990 to Mar 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts