V-Lab: Pakistani Rupee MF2-GARCH Volatility Analysis

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Pakistani Rupee MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 17th, 2025:2.34% (-8.35%)

Analysis last updated: Friday, November 14, 2025 at 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	96
$α$	0.7284	7,284,040.00
$β$	0.2573	2,572,570.00
$γ$	0.0287	286,790.00
$λ_{1}$	0.1206	18.16
$λ_{2}$	0.6570	8.60
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 3, 1990 to Nov 14, 2025

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