Karachi Stock Exchange KSE100 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:17.78% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9151 | 4.69 | |
| 0.1191 | 48.63 | |
| 0.9869 | 348.59 | |
| 4.1403 | 22.41 |
Estimation Period:
Jan 1, 1990 to Nov 28, 2025
Jan 1, 1990 to Nov 28, 2025
Other Karachi Stock Exchange KSE100 Index Analyses
Other GAS-GARCH Student T Analyses on Equity Indices