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

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V-Lab

Pakistani Rupee GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:208.75% (+18.30%)

Analysis last updated: Sunday, January 29, 2023, 02:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	29.7630	9.93
$α$	0.0419	122.92
$β$	0.9983	6278.53
$ν$	2	166803.75

Estimation Period:
Dec 31, 1999 to Jan 28, 2023