Pakistan Stock Exc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.53% (-1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.7102 | 8.48 | |
| 0.1494 | 11.94 | |
| 0.8587 | 46.74 | |
| 3.8622 | 5.91 |
Estimation Period:
Jun 29, 2017 to Feb 6, 2026
Jun 29, 2017 to Feb 6, 2026
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