Pba Infrastructure Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.53% (-2.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.2023 | 23.13 | |
| 0.5964 | 32.04 | |
| -0.0963 | -10.16 | |
| 5.2608 | 0.34 | |
| 0.6062 | 0.22 | |
| 0.0000 | 0.00 |
Estimation Period:
Oct 15, 2007 to Feb 6, 2026
Oct 15, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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