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 Friday, June 2nd, 2023:12.71% (-0.53%)

Analysis last updated: Friday, June 2, 2023 at 04:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7062	4.47
$α$	0.1411	9.75
$β$	0.8117	39.30
$γ_{1}$	0.0230	1.03
$γ_{2}$	-0.0630	-1.88
$γ_{3}$	0.0576	2.51
$γ_{4}$	-0.0300	-1.38
$γ_{5}$	0.0315	1.56
$γ_{6}$	-0.0271	-2.16

Estimation Period:
Jan 1, 1990 to May 26, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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