Pakistan Stock Exc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.99% (+0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1728 | 15.42 | |
| 0.1455 | 11.46 | |
| 0.7011 | 48.28 | |
| -0.0126 | -0.58 |
Estimation Period:
Jun 29, 2017 to Feb 6, 2026
Jun 29, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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