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

V-Lab

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

Volatility Prediction for Thursday, June 30th, 2022:25.16% (-1.32%)

Analysis last updated: Thursday, June 30, 2022, 04:41 AM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	0.7015	4.49
$α$	0.1423	9.48
$β$	0.8090	37.36
$γ_{1}$	0.0277	1.16
$γ_{2}$	-0.0715	-2.00
$γ_{3}$	0.0639	2.60
$γ_{4}$	-0.0371	-1.59
$γ_{5}$	0.0414	1.97
$γ_{6}$	-0.0347	-2.67

Estimation Period:
Jan 1, 1990 to Jun 24, 2022

News Impact Curve

Volatility Forecasts

Other Karachi Stock Exchange KSE100 Index Analyses
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APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH

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