Pakistan Synthetics EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:46.34% (-2.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1382 | 24.98 | |
| 0.1930 | 39.53 | |
| 0.9537 | 503.26 | |
| -0.0323 | -5.76 |
Estimation Period:
Dec 18, 1992 to Feb 6, 2026
Dec 18, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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