V-Lab
Pakistani Rupee GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, August 14th, 2026
1 Day
66.78%
increased by 0.01%
1 Week
66.79%
increased by 0.02%
1 Month
66.86%
increased by 0.09%
Analysis last updated: Thursday, August 13, 2026 at 07:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 31, 1999 to Aug 7, 2026Model Insight
The estimated Student-t degrees of freedom v = 2.00 sit at the infinite-variance boundary (v → 2): the model is attributing extreme moves to heavy tails rather than to volatility, so the volatility scale is unreliable here. See the boundary-parameters flag.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 20.3837 | 10.16*** |
α ARCH Response to squared shocks | 0.0425 | 135.33*** |
β GARCH Volatility persistence | 0.9984 | 6,611.67*** |
ν DF Student-t tail thickness | 2.0026 |
Persistence:
0.998
Half-life:
423 days
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