Pakistani Rupee MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, April 6th, 2026
1 Day
1.74%
decreased by 2.45%
1 Week
2.12%
decreased by 2.07%
1 Month
2.57%
decreased by 1.62%
Analysis last updated: Friday, April 3, 2026 at 09:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.1364 | 6.72 | |
| 1.0000 | 6.81 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 3, 1990 to Apr 3, 2026
Jan 3, 1990 to Apr 3, 2026
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