Murree Brewery Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:34.01% (-2.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4088 | 3.83 | |
| 0.1139 | 8.54 | |
| 0.7609 | 21.62 | |
| 0.0858 | 1.41 | |
| -0.1295 | -1.44 | |
| 0.0574 | 1.03 | |
| -0.0189 | -0.49 | |
| 0.0267 | 1.03 | |
| -0.0621 | -3.00 | |
| 0.0767 | 3.68 | |
| -0.0465 | -2.86 |
Estimation Period:
Oct 27, 1993 to Feb 4, 2026
Oct 27, 1993 to Feb 4, 2026
News Impact Curve
Volatility Forecasts
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