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Murree Brewery Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.15% (-2.54%)
Analysis last updated: Sunday, February 8, 2026 at 03:04 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Murree Brewery Co Ltd SGARCH
paramt-stat
ω1.44623.99
α0.12958.92
β0.711616.32
γ10.09491.64
γ2-0.1442-1.69
γ30.06921.32
γ4-0.0331-0.92
γ50.04441.83
γ6-0.0879-4.36
γ70.12535.23
γ8-0.1673-4.24
Estimation Period:
Oct 27, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts