V-Lab
Karachi Stock Exchange KSE100 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 21st, 2025:16.07% (-0.89%)
Analysis last updated: Tuesday, January 21, 2025 at 09:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1025 | 26.08 | |
| 0.7847 | 119.61 | |
| 0.1075 | 21.00 | |
| 0.0021 | 6.35 | |
| 0.0086 | 8.53 | |
| 0.9904 | 835.07 |
Estimation Period:
Jan 1, 1990 to Jan 17, 2025
Jan 1, 1990 to Jan 17, 2025
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