V-Lab: Pakistani Rupee GJR-GARCH Volatility Analysis

V-Lab

Pakistani Rupee GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:3.95% (-0.11%)

Analysis last updated: Friday, May 9, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0004	12.11
$α$	0.0705	16.77
$β$	0.9385	354.16
$γ$	-0.0180	-2.61

Estimation Period:
Dec 31, 1999 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts