Pakistan Refinery Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.55% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1989 | 14.30 | |
| 0.1005 | 19.08 | |
| 0.8740 | 198.36 | |
| 0.0130 | 1.51 |
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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