V-Lab: Pakistani Rupee APARCH Volatility Analysis

V-Lab

Pakistani Rupee APARCH Volatility Analysis

Volatility Prediction for Friday, July 18th, 2025:2.78% (-0.04%)

Analysis last updated: Thursday, July 17, 2025 at 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0004	7.86
$α$	0.0609	18.01
$β$	0.9375	357.96
$γ$	-0.0658	-2.77
$δ$	2.0582	38.19

Estimation Period:
Dec 31, 1999 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts