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

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V-Lab

Pakistani Rupee GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:75.80% (-4.34%)

Analysis last updated: Tuesday, April 23, 2024 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	22.4963	9.98
$α$	0.0425	128.89
$β$	0.9983	6440.91
$ν$	2	143010.93

Estimation Period:
Dec 31, 1999 to Apr 19, 2024