Engro Polymer & Chemicals GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.79% (+0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3716 | 15.59 | |
| 0.0935 | 14.25 | |
| 0.8389 | 128.82 | |
| 0.0020 | 0.18 |
Estimation Period:
Jan 16, 2009 to Feb 6, 2026
Jan 16, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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