Murree Brewery Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.15% (-2.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4462 | 3.99 | |
| 0.1295 | 8.92 | |
| 0.7116 | 16.32 | |
| 0.0949 | 1.64 | |
| -0.1442 | -1.69 | |
| 0.0692 | 1.32 | |
| -0.0331 | -0.92 | |
| 0.0444 | 1.83 | |
| -0.0879 | -4.36 | |
| 0.1253 | 5.23 | |
| -0.1673 | -4.24 |
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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