V-Lab
V-Lab

Pakistani Rupee Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 27th, 2024:8.89% (-0.28%)

Analysis last updated: Sunday, May 26, 2024 at 01:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pakistani Rupee S0GARCH
paramt-stat
ω0.60675.34
α0.23677.65
β0.694022.84
γ1-0.1262-1.88
γ2-0.0406-0.35
γ30.43974.52
γ4-0.4542-4.79
γ50.27113.36
γ6-0.2405-4.18
γ70.48537.32
γ8-0.6371-7.40
γ90.45876.09
γ10-0.2221-5.19
Estimation Period:
Dec 31, 1999 to May 24, 2024
Impact of return on volatility tomorrow
Volatility Forecasts