Nishat Chunian Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:61.30% (-4.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4012 | 18.28 | |
| 0.1246 | 15.18 | |
| 0.8181 | 139.73 | |
| 0.0225 | 1.87 |
Estimation Period:
Jan 8, 1996 to Feb 4, 2026
Jan 8, 1996 to Feb 4, 2026
News Impact Curve
Volatility Forecasts
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