V-Lab
Karachi Stock Exchange KSE100 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 22nd, 2023:13.30% (-0.77%)
Analysis last updated: Wednesday, March 22, 2023, 04:34 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0986 | 25.71 | |
| 0.7890 | 113.90 | |
| 0.1042 | 19.86 | |
| 0.0021 | 5.89 | |
| 0.0092 | 7.72 | |
| 0.9898 | 713.64 |
Estimation Period:
Jan 1, 1990 to Mar 17, 2023
Jan 1, 1990 to Mar 17, 2023
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