Kazakhstan Stock Exchange Index KASE AGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
13.01%
decreased by 0.02%
1 Week
13.43%
increased by 0.40%
1 Month
14.99%
increased by 1.96%
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 | |
|---|---|---|
| 0.0225 | 12.47 | |
| 0.1067 | 12.31 | |
| 0.8895 | 120.14 | |
| 0.1591 | 4.71 |
Estimation Period:
Mar 14, 2007 to May 6, 2026
Mar 14, 2007 to May 6, 2026
Other AGARCH Analyses on Equity Indices