V-Lab: Karachi Stock Exchange KSE100 Index Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Karachi Stock Exchange KSE100 Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:16.62% (+2.92%)

Analysis last updated: Saturday, May 4, 2024 at 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6018	4.81
$α$	0.1428	9.78
$β$	0.8119	39.61
$γ_{1}$	-0.0169	-3.32
$γ_{2}$	0.0204	2.93
$γ_{3}$	-0.0028	-0.95

Estimation Period:
Jan 1, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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