Pakistani Rupee MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:6.12% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1708 | 11.18 | |
| 0.5216 | 21.16 | |
| 0.0373 | 0.78 | |
| 0.0243 | 0.58 | |
| 0.8055 | 1.06 | |
| 0.0896 | 0.12 |
Estimation Period:
Jan 3, 1990 to Oct 24, 2025
Jan 3, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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