V-Lab
V-Lab
Karachi Stock Exchange KSE100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:20.95% (-1.41%)
Analysis last updated: Saturday, May 31, 2025 at 08:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Karachi Stock Exchange KSE100 Index GJR-GARCH
paramt-stat
ω0.058422.17
α0.112323.52
β0.8278208.98
γ0.07239.13
Estimation Period:
Jan 1, 1990 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts