Kazakhstan Stock Exchange Index KASE MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
10.50%
decreased by 0.31%
1 Week
10.62%
decreased by 0.19%
1 Month
10.96%
increased by 0.15%
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 | |
|---|---|---|
| 66 | ||
| 0.1021 | 10.13 | |
| 0.8267 | 85.14 | |
| 0.0292 | 2.84 | |
| 0.0000 | 0.00 | |
| 0.0020 | 2.16 | |
| 0.9976 | 789.90 |
Estimation Period:
Mar 14, 2007 to May 6, 2026
Mar 14, 2007 to May 6, 2026
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