V-Lab
V-Lab
US Dollar to Pakistani Rupee AGARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:4.22% (+0.44%)

Analysis last updated: Friday, May 17, 2024 at 07:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Pakistani Rupee AGARCH
paramt-stat
ω0.00021.00
α0.077922.58
β0.9319347.20
γ-0.0440-1.58
Estimation Period:
Dec 31, 1999 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts