Pakistan Synthetics Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:49.94% (-2.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0811 | 6.65 | |
| 0.1286 | 9.39 | |
| 0.7759 | 32.25 | |
| 0.0027 | 0.05 | |
| -0.0402 | -0.44 | |
| 0.1746 | 2.67 | |
| -0.3977 | -6.54 | |
| 0.4803 | 8.12 | |
| -0.2935 | -5.38 | |
| 0.1113 | 2.03 | |
| -0.0476 | -0.81 | |
| -0.0089 | -0.11 |
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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