Kazakhstan Stock Exchange Index KASE APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:19.33% (+1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 14.57 | |
| 0.0972 | 10.09 | |
| 0.9028 | 127.29 | |
| 0.1386 | 5.93 | |
| 1.6545 | 22.27 |
Estimation Period:
Mar 14, 2007 to Dec 31, 2025
Mar 14, 2007 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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