V-Lab: Quetta Textile Mills Spline-GARCH Volatility Analysis

V-Lab

Quetta Textile Mills Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:95.91% (+6.76%)

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
$ω$	0.5031	6.92
$α$	0.2031	6.70
$β$	0.6732	12.68
$γ_{1}$	-0.1071	-3.51

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts