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

V-Lab

Pakistani Rupee GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:71.89% (+4.26%)

Analysis last updated: Friday, May 30, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	30.4347	10.22
$α$	0.0418	130.74
$β$	0.9984	6,700.47
$ν$	2.0017	181,971.82

Estimation Period:
Dec 31, 1999 to May 30, 2025