Pakistani Rupee EGARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:9.17% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0169 | 9.70 | |
| 0.2305 | 30.74 | |
| 0.9867 | 1,034.27 | |
| 0.0079 | 1.12 |
Estimation Period:
Dec 31, 1999 to Oct 17, 2025
Dec 31, 1999 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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