Nishat Chunian Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:51.09% (-5.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1387 | 20.70 | |
| 0.6723 | 62.23 | |
| 0.0540 | 5.18 | |
| 0.0305 | 4.15 | |
| 0.0154 | 6.32 | |
| 0.9802 | 318.45 |
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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