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Otsuka Pakistan Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.22% (+2.13%)
Analysis last updated: Sunday, February 8, 2026 at 01:28 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Otsuka Pakistan Ltd SGARCH
paramt-stat
ω0.62950.02
α0.13370.01
β0.86630.03
γ12.67160.02
γ2-4.3506-0.05
γ31.95630.01
γ4-0.3634-0.00
γ50.14460.00
γ6-0.1155-0.00
γ70.08020.01
γ8-0.0515-0.00
Estimation Period:
Feb 9, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts