Mehran Sugar Mills GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.40% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3335 | 19.20 | |
| 0.1609 | 13.91 | |
| 0.6075 | 37.41 | |
| -0.0401 | -2.06 |
Estimation Period:
Apr 11, 2012 to Feb 6, 2026
Apr 11, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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