Karachi Stock Exchange KSE100 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:19.20% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8795 | 4.75 | |
| 0.1195 | 48.19 | |
| 0.9866 | 345.19 | |
| 4.1574 | 22.11 |
Estimation Period:
Jan 1, 1990 to Jan 9, 2026
Jan 1, 1990 to Jan 9, 2026
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