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Trg Pakistan Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.22% (-3.39%)
Analysis last updated: Sunday, February 8, 2026 at 02:19 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Trg Pakistan S0GARCH
paramt-stat
ω0.95136.96
α0.205010.26
β0.580114.45
γ10.55363.33
γ2-0.9070-3.19
γ30.47352.23
γ4-0.2664-1.38
γ50.27181.56
γ6-0.1139-0.94
γ70.03430.39
γ8-0.2207-2.52
γ90.32673.37
γ10-0.1950-2.44
Estimation Period:
Oct 6, 2004 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts