Pakistani Rupee GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:4.14% (+0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 12.24 | |
| 0.0711 | 17.04 | |
| 0.9373 | 350.11 | |
| -0.0168 | -2.41 |
Estimation Period:
Dec 31, 1999 to Jan 2, 2026
Dec 31, 1999 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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