Archroma Pakistan Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.67% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2902 | 9.60 | |
| 0.2061 | 8.66 | |
| 0.2855 | 3.73 | |
| 0.2128 | 2.46 | |
| -0.4239 | -2.88 | |
| 0.4536 | 3.26 | |
| -0.4135 | -3.00 | |
| 0.2158 | 1.86 | |
| -0.0087 | -0.08 | |
| -0.1290 | -1.04 | |
| 0.2649 | 1.74 | |
| -0.4074 | -1.83 |
Estimation Period:
Oct 26, 2004 to Feb 13, 2026
Oct 26, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Archroma Pakistan Ltd Analyses
Other Spline-GARCH Analyses on International Equities