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 Friday, July 4th, 2025:26.31% (-2.43%)

Analysis last updated: Friday, July 4, 2025 at 10:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6076	5.13
$α$	0.1472	9.85
$β$	0.8046	38.21
$γ_{1}$	-0.0153	-3.23
$γ_{2}$	0.0173	2.53
$γ_{3}$	0.0038	0.71

Estimation Period:
Jan 1, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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