Karachi Stock Exchange KSE100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:62.38% (-5.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0589 | 22.64 | |
| 0.1114 | 23.79 | |
| 0.8267 | 213.17 | |
| 0.0782 | 9.91 |
Estimation Period:
Jan 1, 1990 to Mar 12, 2026
Jan 1, 1990 to Mar 12, 2026
News Impact Curve
Volatility Forecasts
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