V-Lab: Pakistani Rupee MF2-GARCH Volatility Analysis

Skip to main content

V-Lab

Pakistani Rupee MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 16th, 2025:5.29% (-0.10%)

Analysis last updated: Monday, December 15, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.1715	11.24
$β$	0.5197	21.11
$γ$	0.0354	0.74
$λ_{1}$	0.0242	0.58
$λ_{2}$	0.8047	1.06
$λ_{3}$	0.0902	0.12

Estimation Period:
Jan 3, 1990 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts