V-Lab
V-Lab
Karachi Stock Exchange KSE100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, September 12th, 2025:13.03% (+0.01%)
Analysis last updated: Friday, September 12, 2025 at 07:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Karachi Stock Exchange KSE100 Index GJR-GARCH
paramt-stat
ω0.059122.48
α0.111723.48
β0.8266209.32
γ0.07549.49
Estimation Period:
Jan 1, 1990 to Sep 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts