V-Lab
Karachi Stock Exchange KSE100 Index EGARCH Volatility Analysis
Volatility Prediction for Friday, June 2nd, 2023:14.44% (-0.69%)
Analysis last updated: Friday, June 2, 2023 at 04:34 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0474 | 17.08 | |
| 0.2449 | 32.73 | |
| 0.9312 | 114.66 | |
| -0.0512 | -11.47 |
Estimation Period:
Jan 1, 1990 to May 26, 2023
Jan 1, 1990 to May 26, 2023
News Impact Curve
Volatility Forecasts
Other Karachi Stock Exchange KSE100 Index Analyses