Pakistan Synthetics GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:47.02% (-2.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3580 | 20.72 | |
| 0.0965 | 21.64 | |
| 0.8627 | 284.35 | |
| 0.0359 | 3.86 |
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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