V-Lab: Pakistani Rupee GJR-GARCH Volatility Analysis

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V-Lab

Pakistani Rupee GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, June 2nd, 2023:15.11% (+0.46%)

Analysis last updated: Thursday, June 1, 2023 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0005	11.90
$α$	0.0741	16.29
$β$	0.9337	305.94
$γ$	-0.0157	-2.03

Estimation Period:
Dec 31, 1999 to May 27, 2023

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