V-Lab
V-Lab
Karachi Stock Exchange KSE100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, August 1st, 2025:13.53% (-0.12%)
Analysis last updated: Friday, August 1, 2025 at 08:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Karachi Stock Exchange KSE100 Index GJR-GARCH
paramt-stat
ω0.059322.46
α0.111923.48
β0.8264208.58
γ0.07529.44
Estimation Period:
Jan 1, 1990 to Jul 25, 2025
Impact of return on volatility tomorrow
Volatility Forecasts