Pakistan Reinsurance Co GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.46% (-5.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.6795 | 6.70 | |
| 0.1569 | 24.85 | |
| 0.9439 | 101.91 | |
| 3.7273 | 15.67 |
Estimation Period:
Aug 25, 2004 to Feb 6, 2026
Aug 25, 2004 to Feb 6, 2026
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