V-Lab
V-Lab
Karachi Stock Exchange KSE100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 8th, 2025:23.80% (-1.41%)
Analysis last updated: Saturday, July 5, 2025 at 08:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Karachi Stock Exchange KSE100 Index GJR-GARCH
paramt-stat
ω0.059022.40
α0.112123.56
β0.8270209.91
γ0.07439.34
Estimation Period:
Jan 1, 1990 to Jul 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts