V-Lab: Pakistani Rupee EGARCH Volatility Analysis

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V-Lab

Pakistani Rupee EGARCH Volatility Analysis

Volatility Prediction for Monday, September 23rd, 2024:4.68% (+0.32%)

Analysis last updated: Friday, September 20, 2024 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0182	10.44
$α$	0.2303	30.14
$β$	0.9871	1042.33
$γ$	0.0078	1.09

Estimation Period:
Dec 31, 1999 to Sep 20, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts