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

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Pakistani Rupee GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, November 24th, 2025:189.96% (-11.10%)

Analysis last updated: Sunday, November 23, 2025 at 02:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	64.5994	10.59
$α$	0.0426	133.49
$β$	0.9984	7,234.99
$ν$	2.0009	400,170.80

Estimation Period:
Dec 31, 1999 to Nov 21, 2025