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 Tuesday, July 7th, 2026
1 Day
0.17%
decreased by 2.34%
1 Week
0.20%
decreased by 2.31%
1 Month
0.21%
decreased by 2.30%
Analysis last updated: Monday, July 6, 2026 at 07:12 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 | |
| 0.1750 | 1,750,100.00 | |
| -0.3500 | -3,500,000.00 | |
| 0.1360 | 10.57 | |
| 0.3000 | 2.58 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 3, 1990 to Jul 3, 2026
Jan 3, 1990 to Jul 3, 2026
Other Pakistani Rupee Analyses
Other MF2-GARCH Analyses on Currencies