Pakistan Hotel Developers Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.01% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7354 | 2.83 | |
| 0.2062 | 14.18 | |
| 0.7828 | 85.08 | |
| -0.1369 | -0.21 | |
| -0.0541 | -0.06 | |
| 0.6919 | 0.98 | |
| -0.8535 | -1.44 | |
| 0.5296 | 1.09 | |
| -0.2718 | -0.53 | |
| -0.0650 | -0.10 | |
| 0.8863 | 0.87 | |
| -3.5020 | -3.20 | |
| 4.9502 | 9.09 |
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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