Trg Pakistan GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.42% (-3.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.5004 | 9.29 | |
| 0.1725 | 25.06 | |
| 0.9272 | 105.84 | |
| 4.2831 | 12.35 |
Estimation Period:
Oct 6, 2004 to Feb 6, 2026
Oct 6, 2004 to Feb 6, 2026
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