V-Lab
V-Lab
Kazakhstan Stock Exchange Index KASE AGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:11.14% (-0.28%)

Analysis last updated: Friday, May 10, 2024 at 08:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kazakhstan Stock Exchange Index KASE AGARCH
paramt-stat
ω0.030111.41
α0.119211.36
β0.8764103.46
γ0.16714.08
Estimation Period:
Mar 14, 2007 to May 6, 2024
Impact of return on volatility tomorrow
Volatility Forecasts