Pak-Gulf Leasing C Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.45% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8559 | 3.70 | |
| 0.1335 | 5.85 | |
| 0.7745 | 20.73 | |
| 0.2650 | 3.40 | |
| -0.4139 | -3.48 | |
| 0.3331 | 3.34 | |
| -0.3196 | -3.25 | |
| 0.2369 | 2.57 | |
| -0.2177 | -2.61 | |
| 0.3088 | 4.81 | |
| -0.5984 | -8.72 |
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 Spline-GARCH Analyses on International Equities