Habib Metropolitan Bank Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.24% (+1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1773 | 10.48 | |
| 0.1143 | 14.22 | |
| 0.8926 | 185.91 | |
| -0.0708 | -7.09 |
Estimation Period:
Jan 8, 1996 to Feb 6, 2026
Jan 8, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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