Pakistani Rupee APARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, April 20th, 2026
1 Day
3.44%
increased by 0.09%
1 Week
3.47%
increased by 0.12%
1 Month
3.59%
increased by 0.24%
Analysis last updated: Friday, April 17, 2026 at 07:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 7.92 | |
| 0.0615 | 18.46 | |
| 0.9366 | 359.96 | |
| -0.0607 | -2.63 | |
| 2.0708 | 39.42 |
Estimation Period:
Dec 31, 1999 to Apr 17, 2026
Dec 31, 1999 to Apr 17, 2026
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