Kazakhstan Stock Exchange Index KASE GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.98% (+0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0186 | 15.53 | |
| 0.1034 | 11.87 | |
| 0.8966 | 120.25 |
Estimation Period:
Mar 14, 2007 to Dec 31, 2025
Mar 14, 2007 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices