Karachi Stock Exchange KSE100 Index APARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
22.18%
decreased by 0.72%
1 Week
22.36%
decreased by 0.54%
1 Month
22.96%
increased by 0.06%
Analysis last updated: Thursday, May 21, 2026 at 05:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0571 | 20.44 | |
| 0.1495 | 39.42 | |
| 0.8357 | 199.60 | |
| 0.1450 | 15.49 | |
| 1.7601 | 27.83 |
Estimation Period:
Jan 1, 1990 to May 15, 2026
Jan 1, 1990 to May 15, 2026
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