Pakistani Rupee GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:179.46% (-10.13%)
Parameter Estimates
param | t-stat | |
---|---|---|
38.1972 | 10.52 | |
0.0425 | 132.94 | |
0.9984 | 7,131.56 | |
2.0014 | 222,381.33 |
Estimation Period:
Dec 31, 1999 to Oct 10, 2025
Dec 31, 1999 to Oct 10, 2025
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