Kazakhstan Stock Exchange Index KASE GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.47% (+1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0206 | 15.43 | |
| 0.0861 | 12.81 | |
| 0.8952 | 122.44 | |
| 0.0353 | 2.67 |
Estimation Period:
Mar 14, 2007 to Dec 31, 2025
Mar 14, 2007 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices