Pakistani Rupee MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:4.84% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1733 | 11.55 | |
| 0.5218 | 21.41 | |
| 0.0333 | 0.70 | |
| 0.0245 | 0.59 | |
| 0.8031 | 1.07 | |
| 0.0886 | 0.12 |
Estimation Period:
Jan 3, 1990 to Mar 13, 2026
Jan 3, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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