Pakistani Rupee GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:5.17% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 12.22 | |
| 0.0708 | 17.07 | |
| 0.9376 | 354.20 | |
| -0.0167 | -2.40 |
Estimation Period:
Dec 31, 1999 to Feb 27, 2026
Dec 31, 1999 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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