Pakistan Refinery Ltd GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.36% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2009 | 14.18 | |
| 0.1063 | 35.85 | |
| 0.8739 | 197.77 |
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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