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 Thursday, October 5th, 2023:454.98% (+34.31%)

Analysis last updated: Wednesday, October 4, 2023 at 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	46.8223	10.51
$α$	0.0424	125.73
$β$	0.9984	7131.45
$ν$	2	285874.43

Estimation Period:
Dec 31, 1999 to Sep 29, 2023