Pakistani Rupee GARCH Volatility Analysis
Volatility Prediction for Thursday, October 23rd, 2025:7.10% (-0.22%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0005 | 12.18 | |
0.0644 | 22.28 | |
0.9356 | 345.50 |
Estimation Period:
Dec 31, 1999 to Oct 18, 2025
Dec 31, 1999 to Oct 18, 2025
News Impact Curve
Volatility Forecasts
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