Pakistan Refinery Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.05% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0820 | 17.83 | |
| 0.2154 | 38.64 | |
| 0.9671 | 433.85 | |
| -0.0051 | -1.33 |
Estimation Period:
Oct 3, 1992 to Feb 13, 2026
Oct 3, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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