Fauji Cement Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.29% (+0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.0470 | 22.38 | |
| 0.9292 | 378.02 | |
| 0.0408 | 11.14 | |
| 10.0000 | 0.29 | |
| 0.0000 | 0.00 | |
| 0.5263 | 0.32 |
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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