V-Lab: Pakistani Rupee GJR-GARCH Volatility Analysis

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V-Lab

Pakistani Rupee GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, November 24th, 2025:5.95% (-0.19%)

Analysis last updated: Sunday, November 23, 2025 at 01:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0005	12.16
$α$	0.0704	16.79
$β$	0.9376	351.70
$γ$	-0.0160	-2.28

Estimation Period:
Dec 31, 1999 to Nov 21, 2025

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