V-Lab: Pakistani Rupee MF2-GARCH Volatility Analysis

V-Lab

Pakistani Rupee MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:0.00% (-3.95%)

Analysis last updated: Friday, May 30, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.5216	5,215,620.00
$β$	0.2284	2,284,380.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	3.4816	1.69
$λ_{2}$	0.2993	1.58
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 3, 1990 to May 30, 2025

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