V-Lab: Karachi Stock Exchange KSE100 Index AGARCH Volatility Analysis

V-Lab

Karachi Stock Exchange KSE100 Index AGARCH Volatility Analysis

Volatility Prediction for Thursday, June 30th, 2022:25.89% (-1.61%)

Analysis last updated: Thursday, June 30, 2022, 04:41 AM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	0.0500	19.47
$α$	0.1445	43.08
$β$	0.8342	214.16
$γ$	0.2103	13.81

Estimation Period:
Jan 1, 1990 to Jun 24, 2022

News Impact Curve

Volatility Forecasts

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

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