Its not. Kazakhstan, Tajikistan, Uzbekistan, Kyrgyzstan, Turkmenistan, Afghanistan.
This is what the Kzakh president said about this:
Kazakh President Nursultan Nazarbayev doesn't like the name Kazakhstan.
"Kazakhstan has the 'stan' ending like many other nations of Central Asia. At the same time, foreigners take an interest in Mongolia, the population of which makes up only two million, but its name does not end in '-stan,'" he told onlookers while visiting a school in Atyrau, according to his official website. "Perhaps, eventually it is necessary to consider an issue of changing the name of our country into the 'Kazakh Nation', but first of all, it should necessarily be discussed with people." (His proposed name would be rendered as "Kazakh Eli" in English.)