V-Lab: Pakistani Rupee AGARCH Volatility Analysis

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V-Lab

Pakistani Rupee AGARCH Volatility Analysis

Volatility Prediction for Monday, September 25th, 2023:17.22% (-0.20%)

Analysis last updated: Friday, September 22, 2023 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0002	0.97
$α$	0.0780	22.43
$β$	0.9324	346.60
$γ$	-0.0434	-1.55

Estimation Period:
Dec 31, 1999 to Sep 22, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts