Faizan Siddiqui · imagine-talent

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Academic

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CGPA

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Year

2019

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Career

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Skills

GARCH model, ARMA, ARIMA, mixed data sampling technique, macroeconomic variables, forecasting, simulation

Verbatim text

The exact text the LLM saw on the page (or the booklet text from the old import). This is what powers semantic search.

Group Members: Faizan Siddiqui (19i-0262)

In-Sample and Out-Sample Estimation for Forecasting Pakistan Stock Market Volatility Using Macroeconomic Variables

Objective: Empirically analyze the macroeconomic factors affecting Pakistan's stock market performance and its volatility. Forecast stock market volatility and devise policies.

Framework: Oil Price, Interest Rate, Exchange Rate, Money Supply, Inflation, Remittance, Foreign Direct Investment, Industrial Production Index

Group Members: Faizan Ul Haq Siddiqui (19i-0262), Beenish Kayani (19i-0001), Zarak Khan (19i-0218), Hashir Chaudhry (19i-0236)

AI enrichment

Faizan Siddiqui is a student researcher involved in a group project analyzing macroeconomic factors to forecast Pakistan's stock market volatility. The project utilizes in-sample and out-sample estimation frameworks to evaluate variables such as oil prices, interest rates, and inflation.

Skills (AI)

["Econometric Analysis", "Time Series Forecasting", "Macroeconomic Modeling", "Stock Market Volatility Analysis", "Policy Development"]

Status: ai_done

Provenance

Source file: FAST - School of Management -Graduate Directory-2023.pdf
From job #16 page 63
Created: 1778115706