V-Lab
V-Lab

Pakistani Rupee Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, June 2nd, 2023:13.51% (+2.42%)

Analysis last updated: Thursday, June 1, 2023 at 07:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pakistani Rupee S0GARCH
paramt-stat
ω0.66153.44
α0.23257.90
β0.735629.80
γ1-0.1318-1.35
γ2-0.0691-0.42
γ30.47043.79
γ4-0.4079-3.74
γ50.19962.55
γ6-0.2190-2.89
γ70.45843.94
γ8-0.4540-3.44
γ90.11321.20
γ100.06560.92
Estimation Period:
Dec 31, 1999 to May 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts