Fauji Fertilizer Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.11% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0257 | 16.34 | |
| 0.1125 | 27.39 | |
| 0.9900 | 1,253.15 | |
| 0.0203 | 5.68 |
Estimation Period:
Oct 3, 1992 to Feb 6, 2026
Oct 3, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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