V-Lab
V-Lab
US Dollar to Pakistani Rupee EGARCH Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:4.14% (-0.28%)

Analysis last updated: Sunday, November 10, 2024 at 01:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Pakistani Rupee EGARCH
paramt-stat
ω0.017910.25
α0.229530.12
β0.98711044.55
γ0.00821.15
Estimation Period:
Dec 31, 1999 to Nov 8, 2024
Impact of return on volatility tomorrow
Volatility Forecasts