V-Lab: Pakistani Rupee GJR-GARCH Volatility Analysis

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V-Lab

Pakistani Rupee GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, December 1st, 2023:16.93% (-0.31%)

Analysis last updated: Thursday, November 30, 2023 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0004	11.56
$α$	0.0683	16.45
$β$	0.9397	342.95
$γ$	-0.0160	-2.30

Estimation Period:
Dec 31, 1999 to Nov 24, 2023

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