Pak-Gulf Leasing C Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:49.29% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4480 | 4.08 | |
| 0.1229 | 5.30 | |
| 0.8066 | 24.21 | |
| 0.4216 | 2.88 | |
| -0.5676 | -2.33 | |
| 0.1759 | 0.91 | |
| 0.1347 | 0.71 | |
| -0.3722 | -1.99 | |
| 0.3846 | 2.23 | |
| -0.3401 | -2.35 | |
| 0.3045 | 2.41 | |
| -0.2219 | -1.62 | |
| 0.0881 | 0.96 |
Estimation Period:
Sep 18, 1996 to Feb 6, 2026
Sep 18, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Pak-Gulf Leasing C Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities