Pakistani Rupee GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, October 19th, 2026
1 Day
69.12%
increased by 0.90%
1 Week
69.20%
increased by 0.98%
1 Month
69.50%
increased by 1.28%
Analysis last updated: Sunday, October 18, 2026 at 01:53 PM UTC
Press Delete or Backspace to remove this series.
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 31, 1999 to Oct 16, 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
Tap to view equation
Unreliable tails: v = 2.00 sits at the infinite-variance boundary
| Param | Value | t-stat |
|---|---|---|
| ωconst | 32.1143 | 2.57** |
| αARCH | 0.0423 | 33.82*** |
| βGARCH | 0.9984 | 1,692.17*** |
| νDF | 2.0017 |
0.998
Persistence428d
Half-life𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 32.1143 | 2.57** |
α ARCH Response to squared shocks | 0.0423 | 33.82*** |
β GARCH Volatility persistence | 0.9984 | 1,692.17*** |
ν DF Student-t tail thickness | 2.0017 |
Persistence:
0.998
Half-life:
428 days
Other Pakistani Rupee Analyses
Other GAS-GARCH Student T Analyses on Currencies