V-Lab
Karachi Stock Exchange KSE100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 20th, 2024:13.42% (+0.30%)
Analysis last updated: Thursday, November 21, 2024 at 02:47 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0554 | 21.55 | |
| 0.1104 | 23.49 | |
| 0.8326 | 218.02 | |
| 0.0684 | 8.78 |
Estimation Period:
Jan 1, 1990 to Nov 15, 2024
Jan 1, 1990 to Nov 15, 2024
News Impact Curve
Volatility Forecasts
Other Karachi Stock Exchange KSE100 Index Analyses