Habib Metropolitan Bank Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:43.95% (+7.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.8138 | 4.86 | |
| 0.1295 | 21.53 | |
| 0.9461 | 82.27 | |
| 3.0142 | 17.00 |
Estimation Period:
Jan 8, 1996 to Feb 6, 2026
Jan 8, 1996 to Feb 6, 2026
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