Pnb Housing Finance Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.18% (-2.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.5380 | 6.63 | |
| 0.1377 | 13.04 | |
| 0.8947 | 51.17 | |
| 3.7488 | 6.30 |
Estimation Period:
Nov 7, 2016 to Feb 6, 2026
Nov 7, 2016 to Feb 6, 2026
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