Pakistani Rupee GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, July 7th, 2026
1 Day
3.17%
decreased by 0.08%
1 Week
3.21%
decreased by 0.04%
1 Month
3.35%
increased by 0.10%
Analysis last updated: Monday, July 6, 2026 at 07:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 12.27 | |
| 0.0713 | 17.14 | |
| 0.9370 | 352.40 | |
| -0.0167 | -2.40 |
Estimation Period:
Dec 31, 1999 to Jul 3, 2026
Dec 31, 1999 to Jul 3, 2026
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