V-Lab
Karachi Stock Exchange KSE100 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 16th, 2025:50.79% (-4.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6011 | 4.93 | |
| 0.1450 | 9.89 | |
| 0.8088 | 39.20 | |
| -0.0169 | -3.59 | |
| 0.0212 | 3.29 | |
| -0.0043 | -1.51 |
Estimation Period:
Jan 1, 1990 to May 9, 2025
Jan 1, 1990 to May 9, 2025
News Impact Curve
Volatility Forecasts
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