Engro Fertilizer Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.65% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2492 | 15.14 | |
| 0.1299 | 11.92 | |
| 0.8009 | 88.00 | |
| -0.0588 | -4.10 |
Estimation Period:
Jan 20, 2014 to Feb 6, 2026
Jan 20, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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