Engro Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.36% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0735 | 12.28 | |
| 0.0773 | 15.35 | |
| 0.9313 | 402.27 | |
| -0.0342 | -4.89 |
Estimation Period:
Oct 2, 1992 to Feb 13, 2026
Oct 2, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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