Pakistani Rupee Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:4.68% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8339 | 1.77 | |
| 0.2143 | 9.89 | |
| 0.7759 | 44.44 | |
| -0.2306 | -5.49 | |
| 0.2185 | 2.79 | |
| 0.1239 | 1.73 | |
| -0.1848 | -3.42 | |
| 0.0403 | 0.64 | |
| 0.2241 | 3.29 | |
| -0.4076 | -5.02 | |
| 0.3164 | 3.44 | |
| -0.1228 | -2.10 |
Estimation Period:
Dec 31, 1999 to Feb 20, 2026
Dec 31, 1999 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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