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US Dollar to Pakistani Rupee GJR-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Monday, June 15th, 2026

1 Day

3.15%

increased by 0.25%

1 Week

3.18%

increased by 0.28%

1 Month

3.33%

increased by 0.43%

Analysis last updated: Friday, June 12, 2026 at 08:13 PM UTC

Date Range:

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graph of US Dollar to Pakistani Rupee GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time