Frieslandcampina Engro Pak EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.78% (+1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2378 | 19.20 | |
| 0.2629 | 34.61 | |
| 0.8629 | 117.24 | |
| 0.0126 | 1.90 |
Estimation Period:
Aug 10, 2011 to Feb 6, 2026
Aug 10, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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