V-Lab
V-Lab
Karachi Stock Exchange KSE100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:30.27% (-0.83%)
Analysis last updated: Sunday, June 29, 2025 at 02:17 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Karachi Stock Exchange KSE100 Index GJR-GARCH
paramt-stat
ω0.058922.38
α0.112223.56
β0.8271210.07
γ0.07419.31
Estimation Period:
Jan 1, 1990 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts