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, July 26th, 2024:18.01% (+0.12%)

Analysis last updated: Friday, July 26, 2024 at 07:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5964	4.86
$α$	0.1423	9.76
$β$	0.8115	39.33
$γ_{1}$	-0.0171	-3.43
$γ_{2}$	0.0210	3.08
$γ_{3}$	-0.0035	-1.17

Estimation Period:
Jan 1, 1990 to Jul 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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