Trg Pakistan GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.50% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3592 | 9.32 | |
| 0.1115 | 11.02 | |
| 0.7531 | 62.39 | |
| 0.0754 | 3.04 |
Estimation Period:
Oct 6, 2004 to Feb 6, 2026
Oct 6, 2004 to Feb 6, 2026
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