Pakistani Rupee GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:7.98% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 12.22 | |
| 0.0704 | 16.78 | |
| 0.9375 | 350.87 | |
| -0.0159 | -2.26 |
Estimation Period:
Dec 31, 1999 to Oct 10, 2025
Dec 31, 1999 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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