V-Lab
Karachi Stock Exchange KSE100 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 20th, 2024:13.28% (+0.49%)
Analysis last updated: Thursday, November 21, 2024 at 02:48 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6003 | 4.91 | |
| 0.1424 | 9.83 | |
| 0.8113 | 39.56 | |
| -0.0168 | -3.46 | |
| 0.0206 | 3.10 | |
| -0.0033 | -1.16 |
Estimation Period:
Jan 1, 1990 to Nov 15, 2024
Jan 1, 1990 to Nov 15, 2024
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