Roshan Packages Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.78% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4836 | 13.85 | |
| 0.1307 | 12.08 | |
| 0.6543 | 34.80 | |
| 0.0043 | 0.21 |
Estimation Period:
Feb 28, 2017 to Feb 6, 2026
Feb 28, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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