V-Lab
Karachi Stock Exchange KSE100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:12.09% (+0.56%)
Analysis last updated: Saturday, April 20, 2024 at 08:07 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0549 | 21.15 | |
| 0.1114 | 23.53 | |
| 0.8333 | 217.97 | |
| 0.0658 | 8.50 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Jan 1, 1990 to Apr 19, 2024
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