V-Lab
Karachi Stock Exchange KSE100 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 13th, 2025:20.63% (-1.60%)
Analysis last updated: Saturday, January 11, 2025 at 10:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6012 | 4.90 | |
| 0.1441 | 9.86 | |
| 0.8098 | 39.31 | |
| -0.0169 | -3.50 | |
| 0.0209 | 3.17 | |
| -0.0037 | -1.30 |
Estimation Period:
Jan 1, 1990 to Jan 10, 2025
Jan 1, 1990 to Jan 10, 2025
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