V-Lab
Karachi Stock Exchange KSE100 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 17th, 2025:18.41% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5976 | 4.97 | |
| 0.1434 | 9.86 | |
| 0.8097 | 39.32 | |
| -0.0169 | -3.60 | |
| 0.0211 | 3.29 | |
| -0.0041 | -1.46 |
Estimation Period:
Jan 1, 1990 to Apr 11, 2025
Jan 1, 1990 to Apr 11, 2025
News Impact Curve
Volatility Forecasts
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