V-Lab
V-Lab
Kazakhstan Stock Exchange Index KASE GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:11.43% (-0.34%)

Analysis last updated: Friday, May 10, 2024 at 08:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kazakhstan Stock Exchange Index KASE GAS-GARCH-T
paramt-stat
ω3.71736.90
α0.072170.69
β0.99722898.91
ν439.11
Estimation Period:
Mar 14, 2007 to May 6, 2024