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 Thursday, September 18th, 2025:13.71% (-0.67%)

Analysis last updated: Thursday, September 18, 2025 at 08:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1016	26.10
$β$	0.7782	120.27
$γ$	0.1167	22.11
$λ_{1}$	0.0022	6.28
$λ_{2}$	0.0089	8.56
$λ_{3}$	0.9901	811.53

Estimation Period:
Jan 1, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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