V-Lab
V-Lab
Karachi Stock Exchange KSE100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 8th, 2025:25.29% (+13.09%)
Analysis last updated: Tuesday, April 8, 2025 at 10:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Karachi Stock Exchange KSE100 Index GJR-GARCH
paramt-stat
ω0.056221.74
α0.111723.67
β0.8309215.09
γ0.06868.77
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts