V-Lab: Pakistani Rupee EGARCH Volatility Analysis

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V-Lab

Pakistani Rupee EGARCH Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:24.90% (+14.80%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0182	8.54
$α$	0.2440	29.96
$β$	0.9859	890.63
$γ$	0.0041	0.53

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts