Pakistani Rupee GARCH Volatility Analysis
Volatility Prediction for Thursday, March 5th, 2026:5.00% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 12.21 | |
| 0.0644 | 22.49 | |
| 0.9356 | 348.44 |
Estimation Period:
Dec 31, 1999 to Feb 27, 2026
Dec 31, 1999 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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