Pakistan Aluminium Beverage Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.88% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7944 | 8.66 | |
| 0.0966 | 2.90 | |
| 0.7720 | 8.93 | |
| -0.0236 | -2.21 |
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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