V-Lab: Pakistani Rupee EGARCH Volatility Analysis

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V-Lab

Pakistani Rupee EGARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:4.80% (+0.34%)

Analysis last updated: Friday, April 19, 2024 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0191	11.02
$α$	0.2294	29.77
$β$	0.9874	1048.24
$γ$	0.0067	0.93

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts