Karachi Stock Exchange KSE100 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:18.81% (+3.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5995 | 5.10 | |
| 0.1482 | 9.97 | |
| 0.8034 | 38.75 | |
| -0.0167 | -3.81 | |
| 0.0212 | 3.55 | |
| -0.0047 | -1.80 |
Estimation Period:
Jan 1, 1990 to Jan 16, 2026
Jan 1, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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