Pakistani Rupee Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.47% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7092 | 2.32 | |
| 0.2229 | 9.32 | |
| 0.7609 | 40.19 | |
| -0.2316 | -5.73 | |
| 0.2228 | 2.97 | |
| 0.1202 | 1.76 | |
| -0.1867 | -3.63 | |
| 0.0435 | 0.72 | |
| 0.2244 | 3.46 | |
| -0.4092 | -5.35 | |
| 0.3530 | 3.96 | |
| -0.3518 | -2.73 |
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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