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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0004	2.01**
αARCH	0.0616	4.71***
βGARCH	0.9365	90.32***
γleverage	-0.0592	-0.65
δpower	2.0734	10.09***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0004	2.01**
α ARCH Response to squared shocks	0.0616	4.71***
β GARCH Volatility persistence	0.9365	90.32***
γ leverage Additional response to negative shocks	-0.0592	-0.65
δ power Transformation power	2.0734	10.09***

V-Lab

Pakistani Rupee APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Pakistani Rupee Analyses