Pakistan Reinsurance Co MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.26% (-1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.1163 | 26.11 | |
| 0.8130 | 123.56 | |
| -0.0108 | -2.72 | |
| 0.0153 | 2.49 | |
| 0.0057 | 3.25 | |
| 0.9918 | 371.17 |
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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