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Pakistan Intl Airlines Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, May 30, 2024 at 05:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pakistan Intl Airlines Corp SGARCH
paramt-stat
ω1.23184.23
α0.11025.79
β0.803725.49
γ10.00070.01
γ2-0.0047-0.03
γ30.02190.28
γ4-0.0048-0.06
γ5-0.0227-0.38
γ6-0.0617-0.89
γ70.20372.78
γ8-0.2763-3.92
γ90.40653.47
Estimation Period:
Feb 13, 1993 to May 24, 2024
Impact of return on volatility tomorrow
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