Pakistani Rupee GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:112.53% (-4.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 39.9136 | 10.41 | |
| 0.0427 | 133.57 | |
| 0.9984 | 6,981.83 | |
| 2.0014 | 250,170.13 |
Estimation Period:
Dec 31, 1999 to Dec 12, 2025
Dec 31, 1999 to Dec 12, 2025
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