Karachi Stock Exchange KSE100 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:15.73% (+0.57%)
Parameter Estimates
param | t-stat | |
---|---|---|
26 | ||
0.1014 | 26.14 | |
0.7785 | 120.64 | |
0.1164 | 22.11 | |
0.0022 | 6.30 | |
0.0089 | 8.58 | |
0.9901 | 816.24 |
Estimation Period:
Jan 1, 1990 to Oct 10, 2025
Jan 1, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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