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V-Lab

Pakistani Rupee Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:4.68% (+0.07%)
Analysis last updated: Friday, February 20, 2026 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pakistani Rupee S0GARCH
paramt-stat
ω0.83391.77
α0.21439.89
β0.775944.44
γ1-0.2306-5.49
γ20.21852.79
γ30.12391.73
γ4-0.1848-3.42
γ50.04030.64
γ60.22413.29
γ7-0.4076-5.02
γ80.31643.44
γ9-0.1228-2.10
Estimation Period:
Dec 31, 1999 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts