V-Lab
Karachi Stock Exchange KSE100 Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 3rd, 2023:21.92% (-1.74%)
Analysis last updated: Friday, February 3, 2023, 02:34 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0494 | 19.64 | |
| 0.1429 | 43.60 | |
| 0.8356 | 219.32 | |
| 0.2087 | 13.83 |
Estimation Period:
Jan 1, 1990 to Jan 27, 2023
Jan 1, 1990 to Jan 27, 2023
News Impact Curve
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