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Pakistan Hotel Developers Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.01% (0.00%)
Analysis last updated: Thursday, June 5, 2025 at 11:22 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pakistan Hotel Developers S0GARCH
paramt-stat
ω1.73542.83
α0.206214.18
β0.782885.08
γ1-0.1369-0.21
γ2-0.0541-0.06
γ30.69190.98
γ4-0.8535-1.44
γ50.52961.09
γ6-0.2718-0.53
γ7-0.0650-0.10
γ80.88630.87
γ9-3.5020-3.20
γ104.95029.09
Estimation Period:
Sep 1, 2004 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts