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Pakistan National Shipping Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.54% (-2.93%)
Analysis last updated: Thursday, February 12, 2026 at 10:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pakistan National Shipping S0GARCH
paramt-stat
ω1.35898.63
α0.198911.44
β0.596415.51
γ1-0.1891-5.78
γ20.27786.00
γ3-0.0866-3.25
γ4-0.0077-0.31
γ50.01060.44
γ6-0.0068-0.29
γ70.00210.11
Estimation Period:
Jan 8, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts