Pakistani Rupee GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
56.83%
increased by 1.18%
1 Week
56.97%
increased by 1.32%
1 Month
57.55%
increased by 1.90%
Analysis last updated: Sunday, May 24, 2026 at 01:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 33.2708 | 10.25 | |
| 0.0427 | 134.58 | |
| 0.9984 | 6,791.74 | |
| 2.0016 | 200,158.50 |
Estimation Period:
Dec 31, 1999 to May 22, 2026
Dec 31, 1999 to May 22, 2026
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