Pakistani Rupee APARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:6.55% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 7.80 | |
| 0.0610 | 18.37 | |
| 0.9373 | 361.47 | |
| -0.0618 | -2.65 | |
| 2.0634 | 38.83 |
Estimation Period:
Dec 31, 1999 to Jan 16, 2026
Dec 31, 1999 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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