V-Lab
V-Lab
US Dollar to Pakistani Rupee GARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:3.89% (+0.05%)

Analysis last updated: Wednesday, April 24, 2024 at 07:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Pakistani Rupee GARCH
paramt-stat
ω0.000511.92
α0.063821.32
β0.9362334.94
Estimation Period:
Dec 31, 1999 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts