Pakistan National Shipping Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.78% (-1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3430 | 8.54 | |
| 0.1978 | 11.39 | |
| 0.6009 | 15.58 | |
| -0.1933 | -5.90 | |
| 0.2843 | 6.13 | |
| -0.0903 | -3.37 | |
| -0.0050 | -0.20 | |
| 0.0066 | 0.26 | |
| 0.0031 | 0.11 | |
| -0.0267 | -0.52 |
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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