Pakistani Rupee GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:6.41% (+0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 12.53 | |
| 0.0707 | 17.06 | |
| 0.9377 | 354.52 | |
| -0.0167 | -2.42 |
Estimation Period:
Dec 31, 1999 to Jan 23, 2026
Dec 31, 1999 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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