Murree Brewery Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.96% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2287 | 11.48 | |
| 0.0666 | 10.89 | |
| 0.8966 | 136.00 | |
| -0.0169 | -1.73 |
Estimation Period:
Oct 27, 1993 to Feb 6, 2026
Oct 27, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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