Kazakhstan Stock Exchange Index KASE EGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
12.54%
increased by 0.02%
1 Week
12.89%
increased by 0.37%
1 Month
14.34%
increased by 1.82%
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 | |
|---|---|---|
| 0.0217 | 9.04 | |
| 0.1694 | 15.67 | |
| 0.9864 | 915.91 | |
| -0.0328 | -3.73 |
Estimation Period:
Mar 14, 2007 to May 6, 2026
Mar 14, 2007 to May 6, 2026
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