Faysal Bank Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:54.69% (-5.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.1854 | 6.25 | |
| 0.1281 | 34.33 | |
| 0.9553 | 133.23 | |
| 3.0429 | 25.00 |
Estimation Period:
Nov 19, 1993 to Feb 6, 2026
Nov 19, 1993 to Feb 6, 2026
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