Trg Pakistan AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.48% (-2.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4712 | 11.52 | |
| 0.1589 | 29.55 | |
| 0.7293 | 66.49 | |
| 0.5191 | 6.37 |
Estimation Period:
Oct 6, 2004 to Feb 6, 2026
Oct 6, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities