V-Lab: Quetta Textile Mills AGARCH Volatility Analysis

V-Lab

Quetta Textile Mills AGARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:79.91% (-7.16%)

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
$ω$	1.1203	13.52
$α$	0.1702	29.02
$β$	0.7940	107.23
$γ$	0.0450	0.61

Estimation Period:
Apr 11, 2012 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts