Kazakhstan Stock Exchange Index KASE APARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
12.56%
decreased by 0.14%
1 Week
12.93%
increased by 0.23%
1 Month
14.31%
increased by 1.61%
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 | |
|---|---|---|
| 0.0235 | 14.48 | |
| 0.0951 | 10.23 | |
| 0.9049 | 131.48 | |
| 0.1391 | 6.00 | |
| 1.6440 | 22.19 |
Estimation Period:
Mar 14, 2007 to May 6, 2026
Mar 14, 2007 to May 6, 2026
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