V-Lab
V-Lab
Pakistani Rupee GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:16.15% (-0.44%)

Analysis last updated: Tuesday, October 3, 2023 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pakistani Rupee GARCH
paramt-stat
ω0.000411.46
α0.063221.04
β0.9368332.68
Estimation Period:
Dec 31, 1999 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts