V-Lab
V-Lab

Pakistani Rupee Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:41.55% (+25.00%)

Analysis last updated: Friday, January 27, 2023, 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pakistani Rupee SGARCH
paramt-stat
ω0.64975.89
α0.22927.80
β0.692321.61
γ1-0.1372-2.66
γ20.01080.12
γ30.36784.74
γ4-0.4121-4.94
γ50.22532.47
γ6-0.0859-1.12
γ70.22433.49
γ8-0.4831-7.49
γ90.68276.87
Estimation Period:
Dec 31, 1999 to Jan 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts