V-Lab: Pakistani Rupee GJR-GARCH Volatility Analysis

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V-Lab

Pakistani Rupee GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, March 24th, 2025:4.77% (-0.14%)

Analysis last updated: Friday, March 21, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0004	12.17
$α$	0.0709	16.79
$β$	0.9383	351.04
$γ$	-0.0185	-2.67

Estimation Period:
Dec 31, 1999 to Mar 21, 2025

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Volatility Forecasts

Volatility Forecasts