Fauji Fertilizer Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.76% (-2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2279 | 23.30 | |
| 0.6195 | 36.96 | |
| -0.1081 | -11.64 | |
| 0.0109 | 1.62 | |
| 0.0257 | 3.48 | |
| 0.9727 | 120.57 |
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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