Karachi Stock Exchange KSE100 Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
26.13%
decreased by 1.17%
1 Week
26.11%
decreased by 1.19%
1 Month
26.03%
decreased by 1.27%
Analysis last updated: Saturday, May 9, 2026 at 06:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0576 | 22.73 | |
| 0.1096 | 24.02 | |
| 0.8294 | 221.52 | |
| 0.0777 | 10.02 |
Estimation Period:
Jan 1, 1990 to May 8, 2026
Jan 1, 1990 to May 8, 2026
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