Pak-Gulf Leasing C GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:35.57% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0799 | 11.75 | |
| 0.0578 | 8.15 | |
| 0.9381 | 323.39 | |
| -0.0084 | -0.71 |
Estimation Period:
Sep 18, 1996 to Feb 13, 2026
Sep 18, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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