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

V-Lab

Pakistani Rupee GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:91.32% (-4.56%)

Analysis last updated: Friday, April 18, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	41.4960	10.26
$α$	0.0419	130.46
$β$	0.9984	6,791.69
$ν$	2.0012	250,154.25

Estimation Period:
Dec 31, 1999 to Apr 18, 2025