V-Lab: Karachi Stock Exchange KSE100 Index MF2-GARCH Volatility Analysis

V-Lab

Karachi Stock Exchange KSE100 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, August 15th, 2022:15.49% (-1.02%)

Analysis last updated: Saturday, August 13, 2022, 04:34 AM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0994	25.67
$β$	0.7859	109.82
$γ$	0.1051	19.25
$λ_{1}$	0.0025	5.92
$λ_{2}$	0.0100	7.20
$λ_{3}$	0.9888	610.78

Estimation Period:
Jan 1, 1990 to Aug 12, 2022

News Impact Curve

Volatility Forecasts

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Asy. MEM
Asy. Power MEM
GAS-GARCH Student T

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