Pakistani Rupee EGARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:6.01% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0163 | 9.29 | |
| 0.2317 | 30.79 | |
| 0.9864 | 1,026.42 | |
| 0.0087 | 1.24 |
Estimation Period:
Dec 31, 1999 to Jan 16, 2026
Dec 31, 1999 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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