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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0005	3.11***
αARCH	0.0714	4.30***
βGARCH	0.9370	88.62***
γleverage	-0.0167	-0.61

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0005	3.11***
α ARCH Response to squared shocks	0.0714	4.30***
β GARCH Volatility persistence	0.9370	88.62***
γ leverage Additional response to negative shocks	-0.0167	-0.61

V-Lab

Pakistani Rupee GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Pakistani Rupee Analyses