V-Lab: Pakistani Rupee APARCH Volatility Analysis

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V-Lab

Pakistani Rupee APARCH Volatility Analysis

Volatility Prediction for Wednesday, November 19th, 2025:6.77% (-0.20%)

Analysis last updated: Tuesday, November 18, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0004	7.90
$α$	0.0609	18.31
$β$	0.9373	359.39
$γ$	-0.0587	-2.50
$δ$	2.0660	38.64

Estimation Period:
Dec 31, 1999 to Nov 14, 2025

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