Pakistani Rupee GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
67.29%
decreased by 2.80%
1 Week
67.45%
decreased by 2.64%
1 Month
68.08%
decreased by 2.01%
Analysis last updated: Monday, July 6, 2026 at 07:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 44.4513 | 10.27 | |
| 0.0425 | 135.01 | |
| 0.9984 | 6,791.70 | |
| 2.0012 | 250,151.63 |
Estimation Period:
Dec 31, 1999 to Jul 3, 2026
Dec 31, 1999 to Jul 3, 2026
Other Pakistani Rupee Analyses
Other GAS-GARCH Student T Analyses on Currencies