Karachi Stock Exchange KSE100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:20.80% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0597 | 22.63 | |
| 0.1115 | 23.47 | |
| 0.8258 | 207.86 | |
| 0.0769 | 9.65 |
Estimation Period:
Jan 1, 1990 to Oct 24, 2025
Jan 1, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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