V-Lab: Karachi Stock Exchange KSE100 Index GJR-GARCH Volatility Analysis

V-Lab

Karachi Stock Exchange KSE100 Index GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, January 17th, 2022:12.03% (-0.51%)

Analysis last updated: Saturday, January 15, 2022, 05:30 AM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	0.0541	20.18
$α$	0.1119	23.81
$β$	0.8343	215.80
$γ$	0.0660	8.41

Estimation Period:
Jan 1, 1990 to Jan 14, 2022

News Impact Curve

Volatility Forecasts

Other Karachi Stock Exchange KSE100 Index Analyses
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APARCH
AGARCH
Spline-GARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH

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