V-Lab
Karachi Stock Exchange KSE100 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 8th, 2025:27.44% (+6.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5981 | 4.96 | |
| 0.1434 | 9.88 | |
| 0.8099 | 39.42 | |
| -0.0169 | -3.61 | |
| 0.0212 | 3.30 | |
| -0.0042 | -1.50 |
Estimation Period:
Jan 1, 1990 to May 2, 2025
Jan 1, 1990 to May 2, 2025
News Impact Curve
Volatility Forecasts
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