US Dollar to Pakistani Rupee GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:5.61% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 12.53 | |
| 0.0706 | 17.05 | |
| 0.9377 | 355.05 | |
| -0.0166 | -2.40 |
Estimation Period:
Dec 31, 1999 to Feb 13, 2026
Dec 31, 1999 to Feb 13, 2026
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