Pakistan Synthetics MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:48.18% (-2.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1077 | 32.17 | |
| 0.7974 | 117.25 | |
| 0.0370 | 7.20 | |
| 0.0360 | 5.30 | |
| 0.0204 | 5.36 | |
| 0.9769 | 224.06 |
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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