V-Lab: Pakistani Rupee MF2-GARCH Volatility Analysis

V-Lab

Pakistani Rupee MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:-0.00% (-1.70%)

Analysis last updated: Friday, May 9, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.6676	6,675,630.00
$β$	0.2405	2,404,740.00
$γ$	0.1839	1,839,270.00
$λ_{1}$	0.1538	51.28
$λ_{2}$	0.4045	52.17
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 3, 1990 to May 9, 2025

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Volatility Forecasts