Pakistan Hotel Developers EGARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:13.22% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1856 | 31.04 | |
| 0.2659 | 44.10 | |
| 0.9278 | 342.12 | |
| 0.0167 | 2.04 |
Estimation Period:
Sep 1, 2004 to May 30, 2025
Sep 1, 2004 to May 30, 2025
News Impact Curve
Volatility Forecasts
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