Karachi Stock Exchange KSE100 Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
20.06%
increased by 1.08%
1 Week
20.33%
increased by 1.35%
1 Month
21.24%
increased by 2.26%
Analysis last updated: Saturday, June 20, 2026 at 11:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0577 | 22.81 | |
| 0.1093 | 24.06 | |
| 0.8296 | 222.23 | |
| 0.0776 | 10.05 |
Estimation Period:
Jan 1, 1990 to Jun 19, 2026
Jan 1, 1990 to Jun 19, 2026
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