Pakistan Tobacco Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.66% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3915 | 3.39 | |
| 0.1650 | 9.42 | |
| 0.6789 | 19.22 | |
| -0.3326 | -3.79 | |
| 0.3918 | 3.34 | |
| -0.0666 | -1.27 | |
| 0.0537 | 1.26 | |
| -0.0874 | -2.21 | |
| 0.0374 | 0.95 | |
| 0.0679 | 1.52 | |
| -0.2739 | -3.63 |
Estimation Period:
Feb 5, 1993 to Feb 6, 2026
Feb 5, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Pakistan Tobacco Co Ltd Analyses
Other Spline-GARCH Analyses on International Equities