Pakistani Rupee EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.29% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0163 | 9.36 | |
| 0.2315 | 30.83 | |
| 0.9864 | 1,028.59 | |
| 0.0086 | 1.22 |
Estimation Period:
Dec 31, 1999 to Feb 6, 2026
Dec 31, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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