V-Lab
Karachi Stock Exchange KSE100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:15.88% (+0.91%)
Analysis last updated: Saturday, March 25, 2023, 04:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0532 | 20.67 | |
| 0.1090 | 23.87 | |
| 0.8374 | 225.58 | |
| 0.0641 | 8.41 |
Estimation Period:
Jan 1, 1990 to Mar 24, 2023
Jan 1, 1990 to Mar 24, 2023
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