Otsuka Pakistan Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.32% (+1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1306 | 27.21 | |
| 0.1771 | 31.60 | |
| 0.9468 | 450.86 | |
| 0.0025 | 0.38 |
Estimation Period:
Feb 9, 2009 to Feb 6, 2026
Feb 9, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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