V-Lab: Pakistani Rupee APARCH Volatility Analysis

V-Lab

Pakistani Rupee APARCH Volatility Analysis

Volatility Prediction for Friday, April 25th, 2025:4.63% (-0.13%)

Analysis last updated: Thursday, April 24, 2025 at 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0004	7.73
$α$	0.0597	17.89
$β$	0.9384	363.18
$γ$	-0.0682	-2.86
$δ$	2.0675	38.29

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts