V-Lab
Karachi Stock Exchange KSE100 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, September 18th, 2025:12.66% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5982 | 5.04 | |
| 0.1476 | 9.95 | |
| 0.8043 | 38.91 | |
| -0.0168 | -3.73 | |
| 0.0212 | 3.44 | |
| -0.0045 | -1.66 |
Estimation Period:
Jan 1, 1990 to Sep 12, 2025
Jan 1, 1990 to Sep 12, 2025
News Impact Curve
Volatility Forecasts
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