V-Lab
V-Lab

Pakistani Rupee Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 27th, 2024:5.26% (-0.45%)

Analysis last updated: Sunday, May 26, 2024 at 01:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pakistani Rupee SGARCH
paramt-stat
ω0.61465.43
α0.23457.47
β0.694922.46
γ1-0.1122-1.66
γ2-0.0664-0.57
γ30.46514.81
γ4-0.4825-5.12
γ50.30003.75
γ6-0.2708-4.69
γ70.52317.79
γ8-0.6966-7.96
γ90.58166.96
γ10-0.5371-6.49
Estimation Period:
Dec 31, 1999 to May 24, 2024
Impact of return on volatility tomorrow
Volatility Forecasts