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

V-Lab

Pakistani Rupee GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, July 30th, 2025:68.37% (+3.85%)

Analysis last updated: Tuesday, July 29, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	31.8922	10.16
$α$	0.0418	130.96
$β$	0.9984	6,611.67
$ν$	2.0016	181,963.82

Estimation Period:
Dec 31, 1999 to Jul 25, 2025