Pakistani Rupee AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 15th, 2026
1 Day
9.23%
increased by 6.31%
1 Week
9.32%
increased by 6.40%
1 Month
9.72%
increased by 6.80%
Analysis last updated: Friday, June 12, 2026 at 08:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 1.07 | |
| 0.0781 | 23.80 | |
| 0.9311 | 358.39 | |
| -0.0449 | -1.65 |
Estimation Period:
Dec 31, 1999 to Jun 12, 2026
Dec 31, 1999 to Jun 12, 2026
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