V-Lab
V-Lab
Karachi Stock Exchange KSE100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, September 17th, 2025:13.71% (-0.45%)
Analysis last updated: Wednesday, September 17, 2025 at 09:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Karachi Stock Exchange KSE100 Index GJR-GARCH
paramt-stat
ω0.059122.50
α0.111623.48
β0.8266209.49
γ0.07559.50
Estimation Period:
Jan 1, 1990 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts