Karachi Stock Exchange KSE100 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 19th, 2025:17.06% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5981 | 5.05 | |
| 0.1477 | 9.95 | |
| 0.8042 | 38.89 | |
| -0.0168 | -3.78 | |
| 0.0214 | 3.51 | |
| -0.0048 | -1.78 |
Estimation Period:
Jan 1, 1990 to Nov 14, 2025
Jan 1, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
Other Karachi Stock Exchange KSE100 Index Analyses
Other Zero Slope Spline-GARCH Analyses on Equity Indices