Skip to main content
V-Lab

Pakistan Refinery Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.88% (-2.36%)
Analysis last updated: Wednesday, February 11, 2026 at 11:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pakistan Refinery Ltd S0GARCH
paramt-stat
ω0.69024.32
α0.19557.89
β0.705223.20
γ1-0.2381-5.20
γ20.33814.97
γ3-0.1370-3.22
γ40.05891.77
γ5-0.0021-0.07
γ6-0.0527-1.76
γ70.04201.83
Estimation Period:
Oct 3, 1992 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts