US Dollar to Pakistani Rupee AGARCH 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
3.45%
decreased by 0.07%
1 Week
3.51%
decreased by 0.01%
1 Month
3.75%
increased by 0.23%
Analysis last updated: Sunday, June 14, 2026 at 03:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 1.07 | |
| 0.0781 | 23.80 | |
| 0.9311 | 358.39 | |
| -0.0450 | -1.65 |
Estimation Period:
Dec 31, 1999 to Jun 12, 2026
Dec 31, 1999 to Jun 12, 2026
Other AGARCH Analyses on Currencies