Fauji Fertilizer Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.47% (-2.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2798 | 4.44 | |
| 0.1833 | 6.92 | |
| 0.7048 | 17.48 | |
| -0.0555 | -0.80 | |
| 0.0907 | 0.84 | |
| -0.0794 | -0.90 | |
| 0.1085 | 1.26 | |
| -0.1885 | -1.81 | |
| 0.2892 | 2.93 | |
| -0.3035 | -4.61 | |
| 0.2653 | 5.42 | |
| -0.1884 | -4.86 |
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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