V-Lab: Pakistani Rupee APARCH Volatility Analysis

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V-Lab

Pakistani Rupee APARCH Volatility Analysis

Volatility Prediction for Monday, September 25th, 2023:15.75% (-0.10%)

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
$ω$	0.0004	7.64
$α$	0.0596	17.10
$β$	0.9386	344.30
$γ$	-0.0578	-2.37
$δ$	2.0713	36.73

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts