V-Lab
V-Lab
Karachi Stock Exchange KSE100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 21st, 2025:17.81% (-1.17%)
Analysis last updated: Saturday, April 19, 2025 at 10:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Karachi Stock Exchange KSE100 Index GJR-GARCH
paramt-stat
ω0.056821.93
α0.111223.55
β0.8312214.99
γ0.06808.71
Estimation Period:
Jan 1, 1990 to Apr 18, 2025
Impact of return on volatility tomorrow
Volatility Forecasts