Pakistan Stock Exc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.27% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8912 | 12.43 | |
| 0.1425 | 5.35 | |
| 0.6965 | 12.22 | |
| -0.0029 | -1.26 |
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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