Karachi Stock Exchange KSE100 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:13.04% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8968 | 4.71 | |
| 0.1191 | 48.67 | |
| 0.9868 | 349.07 | |
| 4.1478 | 22.37 |
Estimation Period:
Jan 1, 1990 to Dec 19, 2025
Jan 1, 1990 to Dec 19, 2025
Other Karachi Stock Exchange KSE100 Index Analyses
Other GAS-GARCH Student T Analyses on Equity Indices