Karachi Stock Exchange KSE100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:11.58% (+0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0595 | 22.61 | |
| 0.1114 | 23.52 | |
| 0.8257 | 208.15 | |
| 0.0774 | 9.74 |
Estimation Period:
Jan 1, 1990 to Dec 26, 2025
Jan 1, 1990 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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