V-Lab: Pakistani Rupee APARCH Volatility Analysis

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V-Lab

Pakistani Rupee APARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:4.11% (+0.12%)

Analysis last updated: Friday, April 19, 2024 at 07:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0004	7.48
$α$	0.0604	17.33
$β$	0.9376	346.86
$γ$	-0.0575	-2.41
$δ$	2.0794	37.32

Estimation Period:
Dec 31, 1999 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts