Pakistan Engineering Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:66.29% (+6.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3980 | 14.74 | |
| 0.1644 | 14.42 | |
| 0.8153 | 160.78 | |
| -0.0089 | -0.43 |
Estimation Period:
Aug 30, 2007 to Feb 6, 2026
Aug 30, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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