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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0149	2.11**
αARCH	0.2315	7.73***
βGARCH	0.9862	255.29***
γleverage	0.0094	0.33

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0149	2.11**
α ARCH Response to squared shocks	0.2315	7.73***
β GARCH Volatility persistence	0.9862	255.29***
γ leverage Additional response to negative shocks	0.0094	0.33

V-Lab

Pakistani Rupee EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Pakistani Rupee Analyses