Pakistani Rupee Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:4.98% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8176 | 1.80 | |
| 0.2140 | 9.79 | |
| 0.7757 | 44.25 | |
| -0.2304 | -5.47 | |
| 0.2178 | 2.78 | |
| 0.1248 | 1.74 | |
| -0.1848 | -3.41 | |
| 0.0384 | 0.61 | |
| 0.2273 | 3.32 | |
| -0.4090 | -5.03 | |
| 0.3150 | 3.45 | |
| -0.1212 | -2.11 |
Estimation Period:
Dec 31, 1999 to Feb 13, 2026
Dec 31, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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