Pakistan National Shipping Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.54% (-2.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3589 | 8.63 | |
| 0.1989 | 11.44 | |
| 0.5964 | 15.51 | |
| -0.1891 | -5.78 | |
| 0.2778 | 6.00 | |
| -0.0866 | -3.25 | |
| -0.0077 | -0.31 | |
| 0.0106 | 0.44 | |
| -0.0068 | -0.29 | |
| 0.0021 | 0.11 |
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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