Pakistani Rupee GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:170.97% (-4.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 44.6652 | 10.49 | |
| 0.0425 | 133.20 | |
| 0.9984 | 7,080.95 | |
| 2.0012 | 250,152.50 |
Estimation Period:
Dec 31, 1999 to Oct 24, 2025
Dec 31, 1999 to Oct 24, 2025
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