V-Lab: Pakistani Rupee MF2-GARCH Volatility Analysis

Skip to main content

V-Lab

Pakistani Rupee MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 14th, 2025:8.43% (+0.87%)

Analysis last updated: Thursday, November 13, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.1707	11.16
$β$	0.5215	21.16
$γ$	0.0371	0.77
$λ_{1}$	0.0243	0.58
$λ_{2}$	0.8057	1.06
$λ_{3}$	0.0899	0.12

Estimation Period:
Jan 3, 1990 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts