Pakistani Rupee MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:5.13% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1734 | 11.53 | |
| 0.5211 | 21.34 | |
| 0.0335 | 0.71 | |
| 0.0244 | 0.59 | |
| 0.8038 | 1.07 | |
| 0.0892 | 0.12 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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