V-Lab: Pakistani Rupee APARCH Volatility Analysis

V-Lab

Pakistani Rupee APARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:3.12% (-0.05%)

Analysis last updated: Friday, July 4, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0004	7.86
$α$	0.0607	18.01
$β$	0.9377	359.14
$γ$	-0.0664	-2.79
$δ$	2.0574	38.19

Estimation Period:
Dec 31, 1999 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts