Pakistani Rupee EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:6.39% (-0.48%)
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
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