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V-Lab

Pakistan Hotel Developers Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (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 SGARCH
paramt-stat
ω11.30733.20
α0.467064.36
β0.530669.06
γ10.47471.05
γ2-0.9381-1.38
γ31.15402.05
γ4-1.1586-2.38
γ50.81922.23
γ6-0.8321-2.50
γ71.16103.68
γ8-1.7811-4.21
γ93.26783.39
γ10-28.1700-15.87
Estimation Period:
Sep 1, 2004 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts