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V-Lab

Pakistani Rupee Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.47% (-0.41%)
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 SGARCH
paramt-stat
ω0.70922.32
α0.22299.32
β0.760940.19
γ1-0.2316-5.73
γ20.22282.97
γ30.12021.76
γ4-0.1867-3.63
γ50.04350.72
γ60.22443.46
γ7-0.4092-5.35
γ80.35303.96
γ9-0.3518-2.73
Estimation Period:
Dec 31, 1999 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts