Punjab National Bank Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.01% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7149 | 5.67 | |
| 0.1395 | 4.62 | |
| 0.6714 | 10.61 | |
| -0.5573 | -4.80 | |
| 0.9633 | 5.75 | |
| -0.8044 | -8.40 | |
| 0.7345 | 9.86 | |
| -0.5060 | -6.83 | |
| 0.2690 | 3.06 | |
| -0.1605 | -1.43 | |
| 0.0427 | 0.34 | |
| 0.0183 | 0.13 | |
| -0.0763 | -0.35 |
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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