V-Lab
Karachi Stock Exchange KSE100 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, October 28th, 2024:16.13% (+0.06%)
Analysis last updated: Saturday, October 26, 2024 at 07:22 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0514 | 20.42 | |
| 0.1464 | 43.75 | |
| 0.8305 | 211.38 | |
| 0.2134 | 14.80 |
Estimation Period:
Jan 1, 1990 to Oct 25, 2024
Jan 1, 1990 to Oct 25, 2024
News Impact Curve
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