Pakistan Tobacco Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.37% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3942 | 3.20 | |
| 0.1572 | 9.64 | |
| 0.7117 | 23.74 | |
| -0.3246 | -3.47 | |
| 0.3771 | 3.01 | |
| -0.0557 | -0.99 | |
| 0.0502 | 1.10 | |
| -0.0985 | -2.36 | |
| 0.0775 | 1.91 | |
| -0.0367 | -0.98 | |
| 0.0157 | 0.61 |
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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