Kazakhstan Stock Exchange Index KASE MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.57% (+1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1090 | 9.86 | |
| 0.8160 | 79.66 | |
| 0.0301 | 2.74 | |
| 0.0000 | 0.00 | |
| 0.0022 | 2.14 | |
| 0.9974 | 709.89 |
Estimation Period:
Mar 14, 2007 to Dec 31, 2025
Mar 14, 2007 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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