Fauji Cement Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.27% (+0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0710 | 13.13 | |
| 0.0473 | 18.26 | |
| 0.9299 | 426.57 | |
| 0.0390 | 7.28 |
Estimation Period:
Apr 15, 1997 to Feb 6, 2026
Apr 15, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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