Pakistan Reinsurance Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.87% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0079 | 8.18 | |
| 0.1185 | 7.52 | |
| 0.7865 | 25.88 | |
| -0.0235 | -2.64 | |
| 0.0411 | 3.09 | |
| -0.0235 | -3.05 |
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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