Pakistani Rupee MF2-GARCH Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
4.61%
increased by 0.30%
1 Week
5.55%
increased by 1.24%
1 Month
7.97%
increased by 3.66%
Analysis last updated: Friday, April 24, 2026 at 08:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1732 | 11.62 | |
| 0.5227 | 21.45 | |
| 0.0325 | 0.69 | |
| 0.0244 | 0.59 | |
| 0.8018 | 1.07 | |
| 0.0883 | 0.12 |
Estimation Period:
Jan 3, 1990 to Apr 24, 2026
Jan 3, 1990 to Apr 24, 2026
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