Karachi Stock Exchange KSE100 Index EGARCH Volatility Analysis
Volatility prediction for Tuesday, May 12th, 2026
1 Day
22.42%
decreased by 1.59%
1 Week
22.44%
decreased by 1.57%
1 Month
22.50%
decreased by 1.51%
Analysis last updated: Tuesday, May 12, 2026 at 05:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0500 | 19.55 | |
| 0.2534 | 35.28 | |
| 0.9292 | 120.09 | |
| -0.0593 | -13.56 |
Estimation Period:
Jan 1, 1990 to May 8, 2026
Jan 1, 1990 to May 8, 2026
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