Pakistan National Shipping EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:42.74% (-3.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0850 | 23.12 | |
| 0.2513 | 42.20 | |
| 0.9710 | 643.91 | |
| -0.0133 | -2.40 |
Estimation Period:
Jan 8, 1996 to Feb 6, 2026
Jan 8, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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