Pakistani Rupee EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:5.91% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0162 | 9.28 | |
| 0.2313 | 30.81 | |
| 0.9864 | 1,027.49 | |
| 0.0087 | 1.24 |
Estimation Period:
Dec 31, 1999 to Feb 13, 2026
Dec 31, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Pakistani Rupee Analyses
Other EGARCH Analyses on Currencies