V-Lab
Karachi Stock Exchange KSE100 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:18.87% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5980 | 4.99 | |
| 0.1472 | 9.87 | |
| 0.8052 | 38.53 | |
| -0.0169 | -3.65 | |
| 0.0212 | 3.35 | |
| -0.0043 | -1.55 |
Estimation Period:
Jan 1, 1990 to May 30, 2025
Jan 1, 1990 to May 30, 2025
News Impact Curve
Volatility Forecasts
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