Pakistan Reinsurance Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.04% (-2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3831 | 20.34 | |
| 0.1200 | 17.02 | |
| 0.8184 | 151.41 | |
| -0.0010 | -0.08 |
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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