V-Lab
Pakistani Rupee GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, September 9th, 2026
1 Day
76.52%
decreased by 0.27%
1 Week
76.67%
decreased by 0.12%
1 Month
77.26%
increased by 0.47%
Analysis last updated: Tuesday, September 8, 2026 at 07:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 31, 1999 to Sep 4, 2026Model Insight
The estimated Student-t degrees of freedom v = 2.00 sit at the infinite-variance boundary (v → 2): the model is attributing extreme moves to heavy tails rather than to volatility, so the volatility scale is unreliable here. See the boundary-parameters flag.
𝑓
GAS-GARCH-T Model
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Unreliable tails: v = 2.00 sits at the infinite-variance boundary
| Param | Value | t-stat |
|---|---|---|
| ωconst | 51.6610 | 2.59*** |
| αARCH | 0.0425 | 33.80*** |
| βGARCH | 0.9984 | 1,718.40*** |
| νDF | 2.0011 |
0.998
Persistence430d
Half-life𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 51.6610 | 2.59*** |
α ARCH Response to squared shocks | 0.0425 | 33.80*** |
β GARCH Volatility persistence | 0.9984 | 1,718.40*** |
ν DF Student-t tail thickness | 2.0011 |
Persistence:
0.998
Half-life:
430 days
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