Pakistan Engineering Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:67.22% (+8.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2454 | 11.34 | |
| 0.1893 | 7.40 | |
| 0.6110 | 10.01 | |
| 0.1066 | 0.53 | |
| 0.4055 | 1.21 | |
| -1.0735 | -4.23 | |
| 1.2471 | 6.06 | |
| -1.4950 | -7.62 | |
| 1.3867 | 4.32 |
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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