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PAKISTANI RUPEE SPLINE-GARCH VOLATILITY GRAPH
?
Volatility Prediction for Monday, May 20:
1.35% (+0.37)
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Pakistani Rupee
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Date Range:
from
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Window:
3m
·
6m
·
1y
·
2y
·
5y
·
all
Volatility Summary Table
Closing Price (PKR)
:
Rs 98.38
Return
:
-0.11%
1 Week Pred
:
1.37%
Avg Week Vol
:
1.14%
Avg Month Vol
:
1.03%
1 Month Pred
:
1.41%
Min Vol
:
0.61%
Max Vol
:
36.34%
6 Months Pred
:
1.45%
Avg Vol
:
5.04%
Vol of Vol
:
8.44%
1 Year Pred
:
1.45%
Models
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Analysis on Pakistani Rupee
Asy. MEM
- High-Low Range Series
Asy. Power MEM
- High-Low Range Series
MEM
- High-Low Range Series
AGARCH
- Return Series
APARCH
- Return Series
EGARCH
- Return Series
GARCH
- Return Series
GAS-GARCH Student T
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GJR-GARCH
- Return Series
Zero Slope Spline-GARCH
- Return Series
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