V-Lab: Quetta Textile Mills Asy. Power MEM Volatility Analysis

V-Lab

Quetta Textile Mills Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:91.59% (-0.63%)

Analysis last updated: Sunday, June 29, 2025 at 08:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0710	11.92
$α$	0.0397	11.14
$β$	0.9603	301.12
$γ$	0.0857	2.68
$δ$	1.9804	19.51

Estimation Period:
Apr 12, 2012 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts