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, July 14th, 2025:16.54% (-0.98%)

Analysis last updated: Sunday, July 13, 2025 at 01:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1021	26.18
$β$	0.7765	118.66
$γ$	0.1169	21.92
$λ_{1}$	0.0024	6.26
$λ_{2}$	0.0094	8.28
$λ_{3}$	0.9895	746.82

Estimation Period:
Jan 1, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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