V-Lab: Pakistani Rupee AGARCH Volatility Analysis

V-Lab

Pakistani Rupee AGARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:4.20% (+0.21%)

Analysis last updated: Wednesday, June 18, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0002	0.95
$α$	0.0769	23.27
$β$	0.9324	359.70
$γ$	-0.0462	-1.68

Estimation Period:
Dec 31, 1999 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts