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Pakistan Tobacco Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.66% (-0.46%)
Analysis last updated: Sunday, February 8, 2026 at 02:05 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pakistan Tobacco Co Ltd SGARCH
paramt-stat
ω0.39153.39
α0.16509.42
β0.678919.22
γ1-0.3326-3.79
γ20.39183.34
γ3-0.0666-1.27
γ40.05371.26
γ5-0.0874-2.21
γ60.03740.95
γ70.06791.52
γ8-0.2739-3.63
Estimation Period:
Feb 5, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts