Pakistani Rupee GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
78.70%
decreased by 3.66%
1 Week
78.86%
decreased by 3.50%
1 Month
79.49%
decreased by 2.87%
Analysis last updated: Sunday, June 14, 2026 at 01:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 55.7348 | 10.31 | |
| 0.0426 | 134.74 | |
| 0.9984 | 6,838.32 | |
| 2.0010 | 333,492.50 |
Estimation Period:
Dec 31, 1999 to Jun 12, 2026
Dec 31, 1999 to Jun 12, 2026
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