V-Lab
V-Lab
Karachi Stock Exchange KSE100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, August 21st, 2025:13.38% (-0.35%)
Analysis last updated: Thursday, August 21, 2025 at 08:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Karachi Stock Exchange KSE100 Index GJR-GARCH
paramt-stat
ω0.059222.46
α0.111823.47
β0.8264208.74
γ0.07559.48
Estimation Period:
Jan 1, 1990 to Aug 15, 2025
Impact of return on volatility tomorrow
Volatility Forecasts