Pakistani Rupee GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, April 22nd, 2026
1 Day
3.67%
increased by 0.36%
1 Week
3.71%
increased by 0.40%
1 Month
3.83%
increased by 0.52%
Analysis last updated: Tuesday, April 21, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 12.31 | |
| 0.0650 | 22.49 | |
| 0.9350 | 346.05 |
Estimation Period:
Dec 31, 1999 to Apr 17, 2026
Dec 31, 1999 to Apr 17, 2026
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