V-Lab
Karachi Stock Exchange KSE100 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 12th, 2022:13.16% (-0.81%)
Analysis last updated: Friday, December 9, 2022, 05:34 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0989 | 25.65 | |
| 0.7897 | 113.37 | |
| 0.1027 | 19.61 | |
| 0.0021 | 5.91 | |
| 0.0092 | 7.66 | |
| 0.9898 | 707.00 |
Estimation Period:
Jan 1, 1990 to Dec 9, 2022
Jan 1, 1990 to Dec 9, 2022
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