V-Lab: Pakistani Rupee GJR-GARCH Volatility Analysis

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V-Lab

Pakistani Rupee GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:4.63% (+0.22%)

Analysis last updated: Friday, December 20, 2024 at 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0004	11.97
$α$	0.0696	16.75
$β$	0.9388	352.93
$γ$	-0.0167	-2.42

Estimation Period:
Dec 31, 1999 to Dec 20, 2024

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Volatility Forecasts

Volatility Forecasts