Pakistan Engineering Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:61.87% (+10.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2499 | 11.32 | |
| 0.1925 | 7.57 | |
| 0.6058 | 10.02 | |
| 0.1160 | 0.57 | |
| 0.3837 | 1.14 | |
| -1.0373 | -4.11 | |
| 1.1718 | 5.76 | |
| -1.3266 | -7.18 | |
| 0.9671 | 7.00 |
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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