Karachi Stock Exchange KSE100 Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:20.72% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6064 | 5.18 | |
| 0.1473 | 9.88 | |
| 0.8039 | 38.26 | |
| -0.0153 | -3.35 | |
| 0.0178 | 2.68 | |
| 0.0026 | 0.49 |
Estimation Period:
Jan 1, 1990 to Nov 14, 2025
Jan 1, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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