Pakistan Stock Exc Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.49% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0580 | 6.60 | |
| 0.1367 | 5.41 | |
| 0.6910 | 11.23 | |
| 0.4505 | 2.48 | |
| -0.7763 | -2.73 | |
| 0.4906 | 2.19 | |
| -0.0743 | -0.33 | |
| -0.5322 | -1.76 |
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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