V-Lab: Pakistani Rupee MF2-GARCH Volatility Analysis

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V-Lab

Pakistani Rupee MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, March 13th, 2025:4.80% (-0.06%)

Analysis last updated: Wednesday, March 12, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.1727	10.97
$β$	0.5236	21.24
$γ$	0.0341	0.68
$λ_{1}$	0.0242	0.58
$λ_{2}$	0.8023	1.05
$λ_{3}$	0.0947	0.12

Estimation Period:
Jan 3, 1990 to Mar 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts