Pakistani Rupee GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 21st, 2026:5.83% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 12.21 | |
| 0.0644 | 22.42 | |
| 0.9356 | 348.33 |
Estimation Period:
Dec 31, 1999 to Jan 16, 2026
Dec 31, 1999 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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