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

V-Lab

Pakistani Rupee GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:77.26% (-4.33%)

Analysis last updated: Friday, May 9, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	61.9555	10.18
$α$	0.0422	130.68
$β$	0.9984	6,655.79
$ν$	2.0008	400,164.00

Estimation Period:
Dec 31, 1999 to May 9, 2025