Pakistan Hotel Developers GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:14.90% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1210 | 16.38 | |
| 0.1343 | 13.50 | |
| 0.8628 | 254.43 | |
| -0.0164 | -0.92 |
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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