Skip to main content
V-Lab

Pak-Gulf Leasing C Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:49.29% (-0.56%)
Analysis last updated: Wednesday, February 11, 2026 at 11:22 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pak-Gulf Leasing C S0GARCH
paramt-stat
ω3.44804.08
α0.12295.30
β0.806624.21
γ10.42162.88
γ2-0.5676-2.33
γ30.17590.91
γ40.13470.71
γ5-0.3722-1.99
γ60.38462.23
γ7-0.3401-2.35
γ80.30452.41
γ9-0.2219-1.62
γ100.08810.96
Estimation Period:
Sep 18, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts