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, August 15th, 2022:17.25% (-1.13%)

Analysis last updated: Saturday, August 13, 2022, 04:32 AM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	0.6550	6.78
$α$	0.1399	9.53
$β$	0.8165	39.08
$γ_{1}$	-0.0100	-4.95
$γ_{2}$	0.0168	4.61

Estimation Period:
Jan 1, 1990 to Aug 12, 2022

News Impact Curve

Volatility Forecasts

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

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