Karachi Stock Exchange KSE100 Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 1st, 2026
1 Day
18.83%
increased by 0.01%
1 Week
19.17%
increased by 0.35%
1 Month
20.31%
increased by 1.49%
Analysis last updated: Saturday, May 30, 2026 at 06:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0577 | 22.79 | |
| 0.1093 | 24.00 | |
| 0.8294 | 221.59 | |
| 0.0780 | 10.08 |
Estimation Period:
Jan 1, 1990 to May 29, 2026
Jan 1, 1990 to May 29, 2026
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