V-Lab
Karachi Stock Exchange KSE100 Index Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:12.14% (-0.35%)
Analysis last updated: Wednesday, October 4, 2023 at 04:36 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6800 | 7.05 | |
| 0.1409 | 9.65 | |
| 0.8162 | 39.86 | |
| -0.0090 | -4.98 | |
| 0.0150 | 4.68 |
Estimation Period:
Jan 1, 1990 to Sep 27, 2023
Jan 1, 1990 to Sep 27, 2023
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