Pakistani Rupee GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:5.49% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 12.44 | |
| 0.0703 | 16.85 | |
| 0.9379 | 353.78 | |
| -0.0163 | -2.34 |
Estimation Period:
Dec 31, 1999 to Dec 12, 2025
Dec 31, 1999 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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