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Pakistani Rupee Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:4.98% (-0.31%)
Analysis last updated: Monday, February 16, 2026 at 07:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pakistani Rupee S0GARCH
paramt-stat
ω0.81761.80
α0.21409.79
β0.775744.25
γ1-0.2304-5.47
γ20.21782.78
γ30.12481.74
γ4-0.1848-3.41
γ50.03840.61
γ60.22733.32
γ7-0.4090-5.03
γ80.31503.45
γ9-0.1212-2.11
Estimation Period:
Dec 31, 1999 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts