V-Lab
Karachi Stock Exchange KSE100 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, July 14th, 2025:17.81% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0501 | 18.87 | |
| 0.2569 | 34.39 | |
| 0.9268 | 116.87 | |
| -0.0572 | -12.76 |
Estimation Period:
Jan 1, 1990 to Jul 11, 2025
Jan 1, 1990 to Jul 11, 2025
News Impact Curve
Volatility Forecasts
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