V-Lab
Karachi Stock Exchange KSE100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 12th, 2022:13.57% (-0.70%)
Analysis last updated: Friday, December 9, 2022, 05:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0526 | 20.54 | |
| 0.1092 | 23.93 | |
| 0.8381 | 227.07 | |
| 0.0628 | 8.25 |
Estimation Period:
Jan 1, 1990 to Dec 9, 2022
Jan 1, 1990 to Dec 9, 2022
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