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

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V-Lab

Karachi Stock Exchange KSE100 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, October 4th, 2023:11.36% (-0.34%)

Analysis last updated: Wednesday, October 4, 2023 at 04:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.1014	25.30
$β$	0.7947	125.73
$γ$	0.0992	20.18
$λ_{1}$	0.0020	6.61
$λ_{2}$	0.0087	9.05
$λ_{3}$	0.9903	875.62

Estimation Period:
Jan 1, 1990 to Sep 27, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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