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Pakistan Synthetics Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:50.61% (-2.35%)
Analysis last updated: Thursday, February 12, 2026 at 12:00 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pakistan Synthetics S0GARCH
paramt-stat
ω1.07306.63
α0.12869.40
β0.775732.23
γ1-0.0048-0.08
γ2-0.0257-0.28
γ30.15982.44
γ4-0.3824-6.29
γ50.46697.90
γ6-0.2837-5.23
γ70.10551.98
γ8-0.0466-0.90
γ9-0.0020-0.05
Estimation Period:
Dec 18, 1992 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts