Pakistan Datacom GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.17% (+5.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2445 | 27.01 | |
| 0.1743 | 16.36 | |
| 0.6730 | 77.64 | |
| -0.0323 | -1.62 |
Estimation Period:
Jul 3, 2003 to Feb 6, 2026
Jul 3, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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