V-Lab
Karachi Stock Exchange KSE100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:41.49% (-0.31%)
Analysis last updated: Saturday, December 21, 2024 at 07:12 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0559 | 21.58 | |
| 0.1118 | 23.72 | |
| 0.8316 | 216.10 | |
| 0.0683 | 8.74 |
Estimation Period:
Jan 1, 1990 to Dec 20, 2024
Jan 1, 1990 to Dec 20, 2024
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