Karachi Stock Exchange KSE100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:13.54% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0597 | 22.66 | |
| 0.1113 | 23.49 | |
| 0.8258 | 207.84 | |
| 0.0772 | 9.71 |
Estimation Period:
Jan 1, 1990 to Dec 5, 2025
Jan 1, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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