Karachi Stock Exchange KSE100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:33.29% (-2.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0597 | 22.79 | |
| 0.1112 | 23.61 | |
| 0.8261 | 209.52 | |
| 0.0770 | 9.73 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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