US Dollar to Pakistani Rupee APARCH 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
3.14%
increased by 0.25%
1 Week
3.17%
increased by 0.28%
1 Month
3.30%
increased by 0.41%
Analysis last updated: Friday, June 12, 2026 at 08:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 8.00 | |
| 0.0615 | 18.57 | |
| 0.9366 | 360.64 | |
| -0.0604 | -2.63 | |
| 2.0737 | 39.95 |
Estimation Period:
Dec 31, 1999 to Jun 12, 2026
Dec 31, 1999 to Jun 12, 2026
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