V-Lab: Karachi Stock Exchange KSE100 Index Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Karachi Stock Exchange KSE100 Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, October 3rd, 2024:12.17% (-0.59%)

Analysis last updated: Thursday, October 3, 2024 at 09:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6004	4.89
$α$	0.1425	9.82
$β$	0.8115	39.62
$γ_{1}$	-0.0169	-3.43
$γ_{2}$	0.0206	3.07
$γ_{3}$	-0.0033	-1.12

Estimation Period:
Jan 1, 1990 to Sep 27, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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