V-Lab
Karachi Stock Exchange KSE100 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, June 5th, 2023:12.17% (-0.58%)
Analysis last updated: Saturday, June 3, 2023 at 04:36 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0487 | 19.62 | |
| 0.1423 | 43.77 | |
| 0.8362 | 221.32 | |
| 0.2067 | 13.80 |
Estimation Period:
Jan 1, 1990 to Jun 2, 2023
Jan 1, 1990 to Jun 2, 2023
News Impact Curve
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