Pakistani Rupee EGARCH Volatility Analysis
Volatility Prediction for Monday, March 23rd, 2026:5.33% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0158 | 9.00 | |
| 0.2321 | 30.78 | |
| 0.9862 | 1,018.83 | |
| 0.0088 | 1.24 |
Estimation Period:
Dec 31, 1999 to Mar 20, 2026
Dec 31, 1999 to Mar 20, 2026
News Impact Curve
Volatility Forecasts
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