Karachi Stock Exchange KSE100 Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 16th, 2025:30.79% (-3.12%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.6056 | 5.16 | |
0.1470 | 9.88 | |
0.8043 | 38.41 | |
-0.0155 | -3.35 | |
0.0181 | 2.69 | |
0.0019 | 0.37 |
Estimation Period:
Jan 1, 1990 to Oct 10, 2025
Jan 1, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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