Kazakhstan Stock Exchange Index KASE EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.84% (+1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0223 | 9.01 | |
| 0.1727 | 15.56 | |
| 0.9861 | 894.82 | |
| -0.0337 | -3.77 |
Estimation Period:
Mar 14, 2007 to Dec 31, 2025
Mar 14, 2007 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices