V-Lab: Pakistani Rupee AGARCH Volatility Analysis

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V-Lab

Pakistani Rupee AGARCH Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:40.52% (+30.85%)

Analysis last updated: Friday, January 27, 2023, 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0002	1.37
$α$	0.0891	22.26
$β$	0.9242	305.51
$γ$	-0.0382	-1.45

Estimation Period:
Dec 31, 1999 to Jan 27, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts