Karachi Stock Exchange KSE100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.79% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0597 | 22.80 | |
| 0.1111 | 23.57 | |
| 0.8263 | 209.35 | |
| 0.0764 | 9.65 |
Estimation Period:
Jan 1, 1990 to Feb 4, 2026
Jan 1, 1990 to Feb 4, 2026
News Impact Curve
Volatility Forecasts
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