Punjab National Bank Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.37% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7466 | 5.86 | |
| 0.1417 | 4.55 | |
| 0.6684 | 10.53 | |
| -0.5172 | -4.49 | |
| 0.8998 | 5.40 | |
| -0.7619 | -7.95 | |
| 0.7000 | 9.35 | |
| -0.4789 | -6.43 | |
| 0.2511 | 2.85 | |
| -0.1554 | -1.40 | |
| 0.0581 | 0.50 | |
| -0.0389 | -0.35 | |
| 0.0988 | 1.15 |
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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