Karachi Stock Exchange KSE100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:20.69% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0596 | 22.66 | |
| 0.1112 | 23.51 | |
| 0.8261 | 208.67 | |
| 0.0770 | 9.70 |
Estimation Period:
Jan 1, 1990 to Nov 14, 2025
Jan 1, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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