V-Lab: Pakistani Rupee EGARCH Volatility Analysis

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V-Lab

Pakistani Rupee EGARCH Volatility Analysis

Volatility Prediction for Wednesday, October 4th, 2023:17.85% (-0.76%)

Analysis last updated: Tuesday, October 3, 2023 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0202	10.94
$α$	0.2327	30.09
$β$	0.9875	1009.70
$γ$	0.0055	0.76

Estimation Period:
Dec 31, 1999 to Sep 29, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts