V-Lab: Pakistani Rupee MF2-GARCH Volatility Analysis

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Pakistani Rupee MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:6.89% (-0.98%)

Analysis last updated: Monday, October 13, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.1709	11.16
$β$	0.5208	21.11
$γ$	0.0377	0.78
$λ_{1}$	0.0243	0.58
$λ_{2}$	0.8059	1.06
$λ_{3}$	0.0899	0.12

Estimation Period:
Jan 3, 1990 to Oct 10, 2025

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Volatility Forecasts

Volatility Forecasts