V-Lab: Pakistani Rupee MF2-GARCH Volatility Analysis

V-Lab

Pakistani Rupee MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, August 1st, 2025:3.48% (-0.07%)

Analysis last updated: Thursday, July 31, 2025 at 07:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.1725	11.13
$β$	0.5235	21.19
$γ$	0.0350	0.72
$λ_{1}$	0.0240	0.59
$λ_{2}$	0.7961	1.04
$λ_{3}$	0.0967	0.13

Estimation Period:
Jan 3, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts