V-Lab
Karachi Stock Exchange KSE100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 10th, 2024:14.45% (-0.85%)
Analysis last updated: Thursday, October 10, 2024 at 08:53 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0552 | 21.46 | |
| 0.1106 | 23.50 | |
| 0.8328 | 218.25 | |
| 0.0678 | 8.72 |
Estimation Period:
Jan 1, 1990 to Oct 4, 2024
Jan 1, 1990 to Oct 4, 2024
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