Pakistan Hotel Developers Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.3073 | 3.20 | |
| 0.4670 | 64.36 | |
| 0.5306 | 69.06 | |
| 0.4747 | 1.05 | |
| -0.9381 | -1.38 | |
| 1.1540 | 2.05 | |
| -1.1586 | -2.38 | |
| 0.8192 | 2.23 | |
| -0.8321 | -2.50 | |
| 1.1610 | 3.68 | |
| -1.7811 | -4.21 | |
| 3.2678 | 3.39 | |
| -28.1700 | -15.87 |
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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