V-Lab: Pakistani Rupee GJR-GARCH Volatility Analysis

V-Lab

Pakistani Rupee GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:5.40% (-0.16%)

Analysis last updated: Friday, April 18, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0004	12.03
$α$	0.0701	16.77
$β$	0.9389	356.46
$γ$	-0.0181	-2.64

Estimation Period:
Dec 31, 1999 to Apr 18, 2025

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Volatility Forecasts

Volatility Forecasts