Trg Pakistan Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.22% (-3.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9513 | 6.96 | |
| 0.2050 | 10.26 | |
| 0.5801 | 14.45 | |
| 0.5536 | 3.33 | |
| -0.9070 | -3.19 | |
| 0.4735 | 2.23 | |
| -0.2664 | -1.38 | |
| 0.2718 | 1.56 | |
| -0.1139 | -0.94 | |
| 0.0343 | 0.39 | |
| -0.2207 | -2.52 | |
| 0.3267 | 3.37 | |
| -0.1950 | -2.44 |
Estimation Period:
Oct 6, 2004 to Feb 6, 2026
Oct 6, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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