V-Lab: Karachi Stock Exchange KSE100 Index Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Karachi Stock Exchange KSE100 Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:28.54% (-2.21%)

Analysis last updated: Wednesday, July 2, 2025 at 01:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5988	4.98
$α$	0.1478	9.94
$β$	0.8048	38.91
$γ_{1}$	-0.0170	-3.68
$γ_{2}$	0.0214	3.39
$γ_{3}$	-0.0045	-1.63

Estimation Period:
Jan 1, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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