Pakistan Reinsurance Co EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.70% (-2.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1612 | 22.93 | |
| 0.2272 | 33.38 | |
| 0.9152 | 235.88 | |
| -0.0026 | -0.52 |
Estimation Period:
Aug 25, 2004 to Feb 6, 2026
Aug 25, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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