Pakistan Synthetics Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:50.61% (-2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0730 | 6.63 | |
| 0.1286 | 9.40 | |
| 0.7757 | 32.23 | |
| -0.0048 | -0.08 | |
| -0.0257 | -0.28 | |
| 0.1598 | 2.44 | |
| -0.3824 | -6.29 | |
| 0.4669 | 7.90 | |
| -0.2837 | -5.23 | |
| 0.1055 | 1.98 | |
| -0.0466 | -0.90 | |
| -0.0020 | -0.05 |
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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