V-Lab: Pakistani Rupee EGARCH Volatility Analysis

V-Lab

Pakistani Rupee EGARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:3.17% (-0.13%)

Analysis last updated: Friday, July 11, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0169	9.61
$α$	0.2310	30.60
$β$	0.9867	1,036.47
$γ$	0.0089	1.25

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts