V-Lab: Pakistani Rupee APARCH Volatility Analysis

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V-Lab

Pakistani Rupee APARCH Volatility Analysis

Volatility Prediction for Monday, October 20th, 2025:7.97% (+0.36%)

Analysis last updated: Sunday, October 19, 2025 at 02:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0004	7.76
$α$	0.0611	18.24
$β$	0.9372	358.52
$γ$	-0.0585	-2.49
$δ$	2.0659	38.38

Estimation Period:
Dec 31, 1999 to Oct 18, 2025

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Volatility Forecasts