V-Lab
Karachi Stock Exchange KSE100 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 20th, 2024:12.79% (+0.35%)
Analysis last updated: Thursday, November 21, 2024 at 02:48 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1005 | 25.88 | |
| 0.7831 | 115.64 | |
| 0.1091 | 20.91 | |
| 0.0020 | 5.98 | |
| 0.0089 | 8.10 | |
| 0.9902 | 774.16 |
Estimation Period:
Jan 1, 1990 to Nov 15, 2024
Jan 1, 1990 to Nov 15, 2024
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