Karachi Stock Exchange KSE100 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 30th, 2025:18.49% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5979 | 5.06 | |
| 0.1482 | 9.93 | |
| 0.8035 | 38.62 | |
| -0.0168 | -3.77 | |
| 0.0214 | 3.50 | |
| -0.0047 | -1.75 |
Estimation Period:
Jan 1, 1990 to Oct 24, 2025
Jan 1, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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