V-Lab
Karachi Stock Exchange KSE100 Index AGARCH Volatility Analysis
Volatility Prediction for Friday, December 1st, 2023:15.51% (-1.00%)
Analysis last updated: Friday, December 1, 2023 at 02:54 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0503 | 19.95 | |
| 0.1447 | 43.33 | |
| 0.8331 | 214.21 | |
| 0.2077 | 14.22 |
Estimation Period:
Jan 1, 1990 to Nov 24, 2023
Jan 1, 1990 to Nov 24, 2023
News Impact Curve
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