Kazakhstan Stock Exchange Index KASE GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.03% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4077 | 6.87 | |
| 0.0695 | 71.83 | |
| 0.9974 | 3,097.48 | |
| 4.1422 | 37.33 |
Estimation Period:
Mar 14, 2007 to Dec 31, 2025
Mar 14, 2007 to Dec 31, 2025
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