Otsuka Pakistan Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.99% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0152 | 4.10 | |
| 0.0583 | 4.45 | |
| 0.9476 | 356.78 | |
| -0.0119 | -0.60 |
Estimation Period:
Feb 9, 2009 to Feb 13, 2026
Feb 9, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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