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Murree Brewery Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:34.01% (-2.29%)
Analysis last updated: Thursday, February 5, 2026 at 10:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Murree Brewery Co Ltd S0GARCH
paramt-stat
ω1.40883.83
α0.11398.54
β0.760921.62
γ10.08581.41
γ2-0.1295-1.44
γ30.05741.03
γ4-0.0189-0.49
γ50.02671.03
γ6-0.0621-3.00
γ70.07673.68
γ8-0.0465-2.86
Estimation Period:
Oct 27, 1993 to Feb 4, 2026
Impact of return on volatility tomorrow
Volatility Forecasts