V-Lab: Karachi Stock Exchange KSE100 Index GJR-GARCH Volatility Analysis

V-Lab

Karachi Stock Exchange KSE100 Index GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, August 15th, 2022:16.32% (-1.05%)

Analysis last updated: Saturday, August 13, 2022, 04:31 AM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	0.0535	20.55
$α$	0.1098	23.85
$β$	0.8372	223.96
$γ$	0.0637	8.28

Estimation Period:
Jan 1, 1990 to Aug 12, 2022

News Impact Curve

Volatility Forecasts

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MEM
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GAS-GARCH Student T
MF2-GARCH

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