V-Lab
Karachi Stock Exchange KSE100 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:30.75% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5988 | 4.98 | |
| 0.1478 | 9.94 | |
| 0.8048 | 38.91 | |
| -0.0170 | -3.68 | |
| 0.0214 | 3.39 | |
| -0.0045 | -1.63 |
Estimation Period:
Jan 1, 1990 to Jun 27, 2025
Jan 1, 1990 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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