V-Lab: Pakistani Rupee GAS-GARCH Student T Volatility Analysis

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V-Lab

Pakistani Rupee GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:75.83% (-0.59%)

Analysis last updated: Friday, April 26, 2024 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	20.5027	10.09
$α$	0.0425	128.79
$β$	0.9983	6525.12
$ν$	2	117792.24

Estimation Period:
Dec 31, 1999 to Apr 26, 2024