Frieslandcampina Engro Pak GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.14% (+0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6743 | 17.60 | |
| 0.1347 | 15.59 | |
| 0.7393 | 75.79 | |
| -0.0003 | -0.02 |
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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