Pakistani Rupee GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:71.15% (+5.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 28.3155 | 10.26 | |
| 0.0431 | 134.24 | |
| 0.9984 | 6,745.78 | |
| 2.0019 | 166,826.17 |
Estimation Period:
Dec 31, 1999 to Jan 2, 2026
Dec 31, 1999 to Jan 2, 2026
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