Pakistan National Shipping GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:38.04% (-2.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3369 | 20.39 | |
| 0.1288 | 24.54 | |
| 0.8309 | 229.71 | |
| 0.0350 | 2.88 |
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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