V-Lab: Karachi Stock Exchange KSE100 Index Spline-GARCH Volatility Analysis

V-Lab

Karachi Stock Exchange KSE100 Index Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, January 17th, 2022:12.31% (-0.52%)

Analysis last updated: Saturday, January 15, 2022, 05:32 AM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	0.6594	6.65
$α$	0.1425	9.47
$β$	0.8144	38.38
$γ_{1}$	-0.0100	-4.69
$γ_{2}$	0.0160	4.17

Estimation Period:
Jan 1, 1990 to Jan 14, 2022

News Impact Curve

Volatility Forecasts

Other Karachi Stock Exchange KSE100 Index Analyses
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GJR-GARCH
EGARCH
APARCH
AGARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH

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