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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 1.07 | |
| 0.0782 | 23.81 | |
| 0.9311 | 358.25 | |
| -0.0449 | -1.65 |
Estimation Period:
Dec 31, 1999 to Jun 5, 2026
Dec 31, 1999 to Jun 5, 2026
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