V-Lab: Pakistani Rupee GARCH Volatility Analysis

V-Lab

Pakistani Rupee GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:3.67% (-0.11%)

Analysis last updated: Sunday, May 11, 2025 at 01:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0005	12.18
$α$	0.0638	21.96
$β$	0.9362	345.86

Estimation Period:
Dec 31, 1999 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts