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 Monday, May 4th, 2026
1 Day
3.55%
decreased by 0.10%
1 Week
3.58%
decreased by 0.07%
1 Month
3.71%
increased by 0.06%
Analysis last updated: Friday, May 1, 2026 at 07:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 12.32 | |
| 0.0713 | 17.12 | |
| 0.9371 | 351.89 | |
| -0.0168 | -2.41 |
Estimation Period:
Dec 31, 1999 to May 1, 2026
Dec 31, 1999 to May 1, 2026
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