Nishat Mills Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:43.10% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0494 | 7.93 | |
| 0.0401 | 14.08 | |
| 0.9485 | 249.02 | |
| 0.0146 | 2.63 |
Estimation Period:
Feb 13, 1993 to Feb 4, 2026
Feb 13, 1993 to Feb 4, 2026
News Impact Curve
Volatility Forecasts
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