V-Lab
V-Lab
Karachi Stock Exchange KSE100 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, May 5th, 2025:26.61% (+0.79%)
Analysis last updated: Sunday, May 4, 2025 at 01:00 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Karachi Stock Exchange KSE100 Index MF2-GARCH
paramt-stat
m26
α0.101625.97
β0.7852120.31
γ0.106921.02
λ10.00216.38
λ20.00868.52
λ30.9904832.94
Estimation Period:
Jan 1, 1990 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts