Pakistani Rupee AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.85% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 1.04 | |
| 0.0782 | 23.85 | |
| 0.9315 | 360.75 | |
| -0.0449 | -1.64 |
Estimation Period:
Dec 31, 1999 to Feb 6, 2026
Dec 31, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Pakistani Rupee Analyses
Other AGARCH Analyses on Currencies