V-Lab: Pakistani Rupee APARCH Volatility Analysis

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V-Lab

Pakistani Rupee APARCH Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:23.99% (+14.98%)

Analysis last updated: Friday, January 27, 2023, 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0004	7.77
$α$	0.0662	17.02
$β$	0.9323	299.31
$γ$	-0.0544	-2.18
$δ$	2.0502	35.87

Estimation Period:
Dec 31, 1999 to Jan 27, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts