Kazakhstan Stock Exchange Index KASE GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
11.68%
decreased by 0.15%
1 Week
11.84%
increased by 0.01%
1 Month
12.44%
increased by 0.61%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3370 | 6.81 | |
| 0.0690 | 72.03 | |
| 0.9974 | 3,068.87 | |
| 4.1547 | 36.83 |
Estimation Period:
Mar 14, 2007 to May 6, 2026
Mar 14, 2007 to May 6, 2026
Other GAS-GARCH Student T Analyses on Equity Indices