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

V-Lab

Pakistani Rupee GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:58.06% (-2.53%)

Analysis last updated: Friday, July 11, 2025 at 07:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	34.7598	10.05
$α$	0.0418	131.16
$β$	0.9984	6,525.22
$ν$	2.0014	222,379.56

Estimation Period:
Dec 31, 1999 to Jul 11, 2025