V-Lab: Pakistani Rupee MF2-GARCH Volatility Analysis

V-Lab

Pakistani Rupee MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:-0.00% (-5.79%)

Analysis last updated: Friday, August 29, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	96
$α$	1.0000	9,999,900.00
$β$	0.0600	600,350.00
$γ$	-0.1201	-1,200,500.00
$λ_{1}$	0.1372	7.15
$λ_{2}$	0.7599	6.96
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 3, 1990 to Aug 29, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts