V-Lab: Pakistani Rupee GAS-GARCH Student T Volatility Analysis

V-Lab

Pakistani Rupee GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:52.29% (-1.68%)

Analysis last updated: Monday, June 30, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	30.1561	10.15
$α$	0.0419	130.87
$β$	0.9984	6,611.67
$ν$	2.0017	181,972.09

Estimation Period:
Dec 31, 1999 to Jun 27, 2025