Pakistan Aluminium Beverage EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.13% (-1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2711 | 10.23 | |
| 0.2358 | 14.20 | |
| 0.8459 | 53.67 | |
| 0.0234 | 1.66 |
Estimation Period:
Jul 16, 2021 to Feb 6, 2026
Jul 16, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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