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V-Lab

Fauji Fertilizer Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.47% (-2.87%)
Analysis last updated: Sunday, February 8, 2026 at 02:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fauji Fertilizer Co Ltd S0GARCH
paramt-stat
ω1.27984.44
α0.18336.92
β0.704817.48
γ1-0.0555-0.80
γ20.09070.84
γ3-0.0794-0.90
γ40.10851.26
γ5-0.1885-1.81
γ60.28922.93
γ7-0.3035-4.61
γ80.26535.42
γ9-0.1884-4.86
Estimation Period:
Oct 3, 1992 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts