V-Lab
Karachi Stock Exchange KSE100 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:12.64% (+1.15%)
Analysis last updated: Saturday, April 20, 2024 at 08:07 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0512 | 20.10 | |
| 0.1463 | 43.53 | |
| 0.8311 | 211.43 | |
| 0.2079 | 14.46 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Jan 1, 1990 to Apr 19, 2024
News Impact Curve
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