Karachi Stock Exchange KSE100 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:11.71% (+1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5996 | 5.09 | |
| 0.1480 | 9.96 | |
| 0.8037 | 38.87 | |
| -0.0166 | -3.79 | |
| 0.0211 | 3.52 | |
| -0.0046 | -1.75 |
Estimation Period:
Jan 1, 1990 to Dec 26, 2025
Jan 1, 1990 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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