V-Lab: Quetta Textile Mills GAS-GARCH Student T Volatility Analysis

V-Lab

Quetta Textile Mills GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:87.53% (+6.44%)

Analysis last updated: Sunday, June 29, 2025 at 08:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	25.5490	10.58
$α$	0.1169	12.42
$β$	0.9757	300.85
$ν$	200.0000	0.24

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