V-Lab: Karachi Stock Exchange KSE100 Index Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Karachi Stock Exchange KSE100 Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, October 4th, 2023:11.91% (-0.36%)

Analysis last updated: Wednesday, October 4, 2023 at 04:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7009	4.47
$α$	0.1429	9.68
$β$	0.8089	38.51
$γ_{1}$	0.0206	0.95
$γ_{2}$	-0.0591	-1.82
$γ_{3}$	0.0552	2.49
$γ_{4}$	-0.0279	-1.34
$γ_{5}$	0.0295	1.51
$γ_{6}$	-0.0262	-2.14

Estimation Period:
Jan 1, 1990 to Sep 27, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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