V-Lab
Karachi Stock Exchange KSE100 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:41.55% (-1.42%)
Analysis last updated: Saturday, December 21, 2024 at 07:16 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.1029 | 26.15 | |
| 0.7905 | 126.98 | |
| 0.1037 | 20.97 | |
| 0.0021 | 6.82 | |
| 0.0087 | 9.13 | |
| 0.9903 | 885.80 |
Estimation Period:
Jan 1, 1990 to Dec 20, 2024
Jan 1, 1990 to Dec 20, 2024
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