Trg Pakistan EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.57% (-2.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5878 | 5.84 | |
| 0.3317 | 37.68 | |
| 0.7748 | 19.87 | |
| -0.0386 | -3.56 |
Estimation Period:
Oct 6, 2004 to Feb 6, 2026
Oct 6, 2004 to Feb 6, 2026
News Impact Curve
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