Pakistani Rupee GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, April 8th, 2026
1 Day
3.71%
increased by 0.02%
1 Week
3.74%
increased by 0.05%
1 Month
3.86%
increased by 0.17%
Analysis last updated: Tuesday, April 7, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 12.28 | |
| 0.0648 | 22.48 | |
| 0.9352 | 347.03 |
Estimation Period:
Dec 31, 1999 to Apr 3, 2026
Dec 31, 1999 to Apr 3, 2026
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