Pakistan Petroleum Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.03% (-1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4703 | 10.84 | |
| 0.1697 | 12.06 | |
| 0.7414 | 58.01 | |
| -0.0020 | -0.07 |
Estimation Period:
Feb 2, 2005 to Feb 6, 2026
Feb 2, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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