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V-Lab

Pakistani Rupee AGARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Friday, June 12th, 2026

1 Day

4.71%

increased by 1.74%

1 Week

4.77%

increased by 1.80%

1 Month

5.03%

increased by 2.06%

Analysis last updated: Thursday, June 11, 2026 at 08:01 PM UTC

Date Range:

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graph of Pakistani Rupee AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time