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

V-Lab

Karachi Stock Exchange KSE100 Index EGARCH Volatility Analysis

Volatility Prediction for Thursday, June 30th, 2022:25.71% (-0.10%)

Analysis last updated: Thursday, June 30, 2022, 04:41 AM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	0.0492	17.06
$α$	0.2470	32.54
$β$	0.9305	115.03
$γ$	-0.0524	-11.59

Estimation Period:
Jan 1, 1990 to Jun 24, 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

We are currently experiencing issues updating our data. Unfortunately, we do not have an estimate as to when these issues will be resolved. We apologize for any inconvenience and are working as hard as we can to resolve these issues as soon as possible.