V-Lab
Karachi Stock Exchange KSE100 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:11.90% (+0.81%)
Analysis last updated: Saturday, April 20, 2024 at 08:09 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6020 | 4.80 | |
| 0.1428 | 9.78 | |
| 0.8120 | 39.65 | |
| -0.0169 | -3.30 | |
| 0.0203 | 2.91 | |
| -0.0027 | -0.92 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Jan 1, 1990 to Apr 19, 2024
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