V-Lab
Karachi Stock Exchange KSE100 Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 3rd, 2023:21.55% (-1.84%)
Analysis last updated: Friday, February 3, 2023, 02:34 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0481 | 17.09 | |
| 0.2453 | 32.72 | |
| 0.9311 | 115.30 | |
| -0.0515 | -11.53 |
Estimation Period:
Jan 1, 1990 to Jan 27, 2023
Jan 1, 1990 to Jan 27, 2023
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