Punjab National Bank GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.33% (+0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4792 | 14.98 | |
| 0.1351 | 11.03 | |
| 0.8091 | 94.98 | |
| -0.0127 | -0.78 |
Estimation Period:
Apr 26, 2002 to Feb 6, 2026
Apr 26, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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