Trg Pakistan Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.28% (-3.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9723 | 7.14 | |
| 0.2049 | 10.21 | |
| 0.5767 | 14.21 | |
| 0.5799 | 3.56 | |
| -0.9489 | -3.41 | |
| 0.5027 | 2.41 | |
| -0.2928 | -1.54 | |
| 0.2971 | 1.73 | |
| -0.1397 | -1.16 | |
| 0.0649 | 0.73 | |
| -0.2689 | -2.95 | |
| 0.4216 | 3.50 | |
| -0.4242 | -2.09 |
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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