Engro Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:36.32% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0148 | 4.06 | |
| 0.1164 | 6.68 | |
| 0.7951 | 19.52 | |
| -0.2496 | -2.99 | |
| 0.3683 | 2.94 | |
| -0.1534 | -1.52 | |
| 0.0315 | 0.29 | |
| 0.0189 | 0.20 | |
| -0.0477 | -0.76 | |
| 0.1006 | 2.12 | |
| -0.1075 | -2.92 |
Estimation Period:
Oct 2, 1992 to Feb 6, 2026
Oct 2, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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