V-Lab
V-Lab

Pakistani Rupee Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 1st, 2023:16.06% (-1.38%)

Analysis last updated: Thursday, November 30, 2023 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pakistani Rupee S0GARCH
paramt-stat
ω0.59744.68
α0.23287.40
β0.711724.62
γ1-0.1266-1.60
γ2-0.0584-0.43
γ30.46354.28
γ4-0.4508-4.49
γ50.26293.38
γ6-0.2712-4.35
γ70.54255.91
γ8-0.6479-5.78
γ90.41785.00
γ10-0.1942-3.77
Estimation Period:
Dec 31, 1999 to Nov 24, 2023
Impact of return on volatility tomorrow
Volatility Forecasts