V-Lab
Karachi Stock Exchange KSE100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:11.29% (-0.35%)
Analysis last updated: Wednesday, October 4, 2023 at 04:34 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0537 | 20.79 | |
| 0.1106 | 23.44 | |
| 0.8354 | 220.42 | |
| 0.0644 | 8.33 |
Estimation Period:
Jan 1, 1990 to Sep 27, 2023
Jan 1, 1990 to Sep 27, 2023
News Impact Curve
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