V-Lab
Karachi Stock Exchange KSE100 Index EGARCH Volatility Analysis
Volatility Prediction for Friday, December 1st, 2023:16.78% (-1.40%)
Analysis last updated: Friday, December 1, 2023 at 02:54 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0479 | 17.49 | |
| 0.2475 | 32.96 | |
| 0.9302 | 114.69 | |
| -0.0521 | -11.47 |
Estimation Period:
Jan 1, 1990 to Nov 24, 2023
Jan 1, 1990 to Nov 24, 2023
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