V-Lab
Karachi Stock Exchange KSE100 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 21st, 2025:15.94% (-0.92%)
Analysis last updated: Tuesday, January 21, 2025 at 09:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6007 | 4.92 | |
| 0.1444 | 9.87 | |
| 0.8093 | 39.27 | |
| -0.0169 | -3.51 | |
| 0.0208 | 3.18 | |
| -0.0037 | -1.30 |
Estimation Period:
Jan 1, 1990 to Jan 17, 2025
Jan 1, 1990 to Jan 17, 2025
News Impact Curve
Volatility Forecasts
Other Karachi Stock Exchange KSE100 Index Analyses