Pakistani Rupee EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:5.65% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0160 | 9.17 | |
| 0.2319 | 30.81 | |
| 0.9863 | 1,023.14 | |
| 0.0087 | 1.23 |
Estimation Period:
Dec 31, 1999 to Feb 20, 2026
Dec 31, 1999 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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