Pakistan Stock Exc MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.67% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1400 | 22.52 | |
| 0.6790 | 41.28 | |
| -0.0053 | -0.50 | |
| 2.8973 | 0.25 | |
| 0.3520 | 0.26 | |
| 0.2663 | 0.09 |
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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