Punjab National Bank GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.67% (+1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.5389 | 4.72 | |
| 0.0629 | 21.86 | |
| 0.9820 | 236.35 | |
| 4.7995 | 6.10 |
Estimation Period:
Apr 26, 2002 to Feb 13, 2026
Apr 26, 2002 to Feb 13, 2026
Other Punjab National Bank Analyses
Other GAS-GARCH Student T Analyses on International Equities