Pakistan Tobacco Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.49% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1959 | 28.90 | |
| 0.2416 | 37.57 | |
| 0.9141 | 277.68 | |
| -0.0037 | -0.58 |
Estimation Period:
Feb 5, 1993 to Feb 6, 2026
Feb 5, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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