Pakistani Rupee GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:70.22% (-4.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 25.9993 | 10.31 | |
| 0.0428 | 134.01 | |
| 0.9984 | 6,838.25 | |
| 2.0021 | 154,005.92 |
Estimation Period:
Dec 31, 1999 to Jan 16, 2026
Dec 31, 1999 to Jan 16, 2026
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