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, July 14th, 2025:18.69% (-1.22%)

Analysis last updated: Sunday, July 13, 2025 at 01:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6059	5.15
$α$	0.1473	9.83
$β$	0.8040	38.03
$γ_{1}$	-0.0153	-3.26
$γ_{2}$	0.0174	2.56
$γ_{3}$	0.0036	0.67

Estimation Period:
Jan 1, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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