Pakistani Rupee GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:5.52% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 12.22 | |
| 0.0707 | 17.06 | |
| 0.9376 | 354.21 | |
| -0.0166 | -2.40 |
Estimation Period:
Dec 31, 1999 to Feb 20, 2026
Dec 31, 1999 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Pakistani Rupee Analyses
Other GJR-GARCH Analyses on Currencies