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Trg Pakistan Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.28% (-3.77%)
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 SGARCH
paramt-stat
ω0.97237.14
α0.204910.21
β0.576714.21
γ10.57993.56
γ2-0.9489-3.41
γ30.50272.41
γ4-0.2928-1.54
γ50.29711.73
γ6-0.1397-1.16
γ70.06490.73
γ8-0.2689-2.95
γ90.42163.50
γ10-0.4242-2.09
Estimation Period:
Oct 6, 2004 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts