V-Lab: Karachi Stock Exchange KSE100 Index EGARCH Volatility Analysis

V-Lab

Karachi Stock Exchange KSE100 Index EGARCH Volatility Analysis

Volatility Prediction for Monday, January 17th, 2022:12.85% (-0.85%)

Analysis last updated: Saturday, January 15, 2022, 05:30 AM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	0.0498	16.94
$α$	0.2492	32.46
$β$	0.9299	113.83
$γ$	-0.0530	-11.63

Estimation Period:
Jan 1, 1990 to Jan 14, 2022

News Impact Curve

Volatility Forecasts

Other Karachi Stock Exchange KSE100 Index Analyses
GARCH
GJR-GARCH
APARCH
AGARCH
Spline-GARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH

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