V-Lab: Pakistani Rupee GJR-GARCH Volatility Analysis

V-Lab

Pakistani Rupee GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:4.38% (+0.01%)

Analysis last updated: Friday, May 30, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0004	12.17
$α$	0.0705	16.79
$β$	0.9384	354.52
$γ$	-0.0179	-2.59

Estimation Period:
Dec 31, 1999 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts