Pakistani Rupee GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.55% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 12.56 | |
| 0.0706 | 17.05 | |
| 0.9377 | 354.50 | |
| -0.0165 | -2.39 |
Estimation Period:
Dec 31, 1999 to Feb 6, 2026
Dec 31, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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