Pakistan Hotel Developers GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:1.57% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.1091 | 7.85 | |
| 0.3296 | 2,658.34 | |
| 0.9990 | 7,866.14 | |
| 2.0000 | 666,666.67 |
Estimation Period:
Sep 1, 2004 to Jun 4, 2025
Sep 1, 2004 to Jun 4, 2025
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