Pakistan Refinery Ltd AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.73% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3128 | 21.53 | |
| 0.1401 | 56.58 | |
| 0.8297 | 219.73 | |
| 0.0371 | 0.96 |
Estimation Period:
Oct 3, 1992 to Feb 6, 2026
Oct 3, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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