V-Lab
V-Lab
Karachi Stock Exchange KSE100 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 11th, 2024:22.04% (-0.80%)

Analysis last updated: Wednesday, December 11, 2024 at 07:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Karachi Stock Exchange KSE100 Index MF2-GARCH
paramt-stat
m26
α0.101825.91
β0.7856119.56
γ0.107020.88
λ10.00206.35
λ20.00868.53
λ30.9904837.21
Estimation Period:
Jan 1, 1990 to Dec 6, 2024
Impact of return on volatility tomorrow
Volatility Forecasts