V-Lab
Karachi Stock Exchange KSE100 Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 12th, 2022:13.38% (-0.62%)
Analysis last updated: Friday, December 9, 2022, 05:33 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6681 | 6.84 | |
| 0.1391 | 9.65 | |
| 0.8184 | 40.28 | |
| -0.0095 | -4.85 | |
| 0.0156 | 4.47 |
Estimation Period:
Jan 1, 1990 to Dec 9, 2022
Jan 1, 1990 to Dec 9, 2022
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