Pakistani Rupee GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, April 2nd, 2026
1 Day
148.79%
decreased by 3.80%
1 Week
148.73%
decreased by 3.86%
1 Month
148.50%
decreased by 4.09%
Analysis last updated: Wednesday, April 1, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 65.8800 | 10.43 | |
| 0.0426 | 134.26 | |
| 0.9984 | 7,031.07 | |
| 2.0008 | 400,163.40 |
Estimation Period:
Dec 31, 1999 to Mar 27, 2026
Dec 31, 1999 to Mar 27, 2026
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