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Pakistan Tobacco Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.37% (-0.35%)
Analysis last updated: Sunday, February 8, 2026 at 02:06 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pakistan Tobacco Co Ltd S0GARCH
paramt-stat
ω0.39423.20
α0.15729.64
β0.711723.74
γ1-0.3246-3.47
γ20.37713.01
γ3-0.0557-0.99
γ40.05021.10
γ5-0.0985-2.36
γ60.07751.91
γ7-0.0367-0.98
γ80.01570.61
Estimation Period:
Feb 5, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts