Pakistani Rupee EGARCH Volatility Analysis
Volatility prediction for Tuesday, April 21st, 2026
1 Day
4.04%
increased by 0.05%
1 Week
4.27%
increased by 0.28%
1 Month
5.27%
increased by 1.28%
Analysis last updated: Monday, April 20, 2026 at 07:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0155 | 8.82 | |
| 0.2325 | 30.77 | |
| 0.9862 | 1,015.60 | |
| 0.0089 | 1.26 |
Estimation Period:
Dec 31, 1999 to Apr 17, 2026
Dec 31, 1999 to Apr 17, 2026
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