V-Lab
V-Lab
Kazakhstan Stock Exchange Index KASE MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:9.65% (-0.38%)

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

Date Range:

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to

6M ·

1Y ·

2Y ·

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graph of Kazakhstan Stock Exchange Index KASE MF2-GARCH
paramt-stat
m66
α0.11919.03
β0.810571.57
γ0.02261.76
λ10.00000.00
λ20.00221.65
λ30.9974528.83
Estimation Period:
Mar 14, 2007 to May 6, 2024
Impact of return on volatility tomorrow
Volatility Forecasts