Nishat Chunian Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.56% (-2.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8488 | 7.70 | |
| 0.1650 | 9.08 | |
| 0.6716 | 18.91 | |
| -0.0684 | -1.39 | |
| 0.2112 | 2.77 | |
| -0.2756 | -5.12 | |
| 0.2120 | 4.65 | |
| -0.0935 | -2.28 | |
| 0.0341 | 0.74 | |
| -0.0450 | -0.85 | |
| 0.0328 | 0.83 |
Estimation Period:
Jan 8, 1996 to Feb 6, 2026
Jan 8, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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