Punjab National Bank MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.50% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.1519 | 11.27 | |
| 0.6061 | 24.96 | |
| -0.0021 | -0.16 | |
| 0.3817 | 0.70 | |
| 0.2203 | 0.69 | |
| 0.7255 | 1.82 |
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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