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V-Lab

Pakistani Rupee GJR-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Monday, May 4th, 2026

1 Day

3.55%

decreased by 0.10%

1 Week

3.58%

decreased by 0.07%

1 Month

3.71%

increased by 0.06%

Analysis last updated: Friday, May 1, 2026 at 07:52 PM UTC

Date Range:

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6M ·

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graph of Pakistani Rupee GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time