V-Lab
V-Lab
Karachi Stock Exchange KSE100 Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, March 18th, 2025:13.92% (-0.04%)
Analysis last updated: Tuesday, March 18, 2025 at 09:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Karachi Stock Exchange KSE100 Index EGARCH
paramt-stat
ω0.048418.10
α0.252033.87
β0.9286115.15
γ-0.0541-12.10
Estimation Period:
Jan 1, 1990 to Mar 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts