V-Lab: Pakistani Rupee AGARCH Volatility Analysis

V-Lab

Pakistani Rupee AGARCH Volatility Analysis

Volatility Prediction for Wednesday, July 9th, 2025:3.91% (+0.92%)

Analysis last updated: Tuesday, July 8, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0002	0.98
$α$	0.0773	23.27
$β$	0.9320	357.49
$γ$	-0.0457	-1.67

Estimation Period:
Dec 31, 1999 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts