US Dollar to Pakistani Rupee MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
4.16%
increased by 1.04%
1 Week
7.76%
increased by 4.64%
1 Month
139.26%
increased by 136.14%
Analysis last updated: Friday, June 12, 2026 at 08:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.2010 | 11.31 | |
| 0.5471 | 10.50 | |
| 0.0324 | 0.65 | |
| 0.0107 | 0.28 | |
| 0.9571 | 0.20 | |
| 0.0000 | 0.00 |
Estimation Period:
Feb 5, 1992 to Jun 12, 2026
Feb 5, 1992 to Jun 12, 2026
Other MF2-GARCH Analyses on Currencies