V-Lab: Pakistani Rupee AGARCH Volatility Analysis

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V-Lab

Pakistani Rupee AGARCH Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:3.90% (-0.14%)

Analysis last updated: Tuesday, April 23, 2024 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0002	1.01
$α$	0.0780	22.58
$β$	0.9319	346.69
$γ$	-0.0437	-1.57

Estimation Period:
Dec 31, 1999 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts