Pakistani Rupee GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
82.62%
decreased by 4.74%
1 Week
82.70%
decreased by 4.66%
1 Month
83.02%
decreased by 4.34%
Analysis last updated: Friday, May 15, 2026 at 07:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 43.6118 | 10.33 | |
| 0.0425 | 134.49 | |
| 0.9984 | 6,885.52 | |
| 2.0012 | 250,151.50 |
Estimation Period:
Dec 31, 1999 to May 15, 2026
Dec 31, 1999 to May 15, 2026
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