V-Lab: Pakistani Rupee GJR-GARCH Volatility Analysis

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Pakistani Rupee GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, November 3rd, 2025:7.57% (+0.11%)

Analysis last updated: Sunday, November 2, 2025 at 01:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0005	12.19
$α$	0.0704	16.78
$β$	0.9376	351.42
$γ$	-0.0159	-2.26

Estimation Period:
Dec 31, 1999 to Oct 31, 2025

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