V-Lab
Karachi Stock Exchange KSE100 Index Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 22nd, 2023:13.28% (-0.56%)
Analysis last updated: Wednesday, March 22, 2023, 04:33 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6698 | 6.92 | |
| 0.1394 | 9.67 | |
| 0.8178 | 40.10 | |
| -0.0094 | -4.93 | |
| 0.0156 | 4.60 |
Estimation Period:
Jan 1, 1990 to Mar 17, 2023
Jan 1, 1990 to Mar 17, 2023
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