V-Lab
Karachi Stock Exchange KSE100 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 5th, 2025:13.61% (-0.18%)
Analysis last updated: Wednesday, March 5, 2025 at 08:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6007 | 4.94 | |
| 0.1442 | 9.88 | |
| 0.8094 | 39.36 | |
| -0.0168 | -3.54 | |
| 0.0208 | 3.20 | |
| -0.0037 | -1.32 |
Estimation Period:
Jan 1, 1990 to Feb 28, 2025
Jan 1, 1990 to Feb 28, 2025
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