V-Lab
V-Lab
Pakistani Rupee GARCH Volatility Analysis
Volatility Prediction for Thursday, March 23rd, 2023:19.11% (-0.69%)

Analysis last updated: Wednesday, March 22, 2023, 07:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pakistani Rupee GARCH
paramt-stat
ω0.000511.86
α0.069320.58
β0.9307294.90
Estimation Period:
Dec 31, 1999 to Mar 17, 2023
Impact of return on volatility tomorrow
Volatility Forecasts