Pakistani Rupee Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:3.91% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7100 | 2.32 | |
| 0.2229 | 9.35 | |
| 0.7609 | 40.36 | |
| -0.2320 | -5.75 | |
| 0.2239 | 2.99 | |
| 0.1189 | 1.75 | |
| -0.1864 | -3.64 | |
| 0.0454 | 0.76 | |
| 0.2209 | 3.43 | |
| -0.4068 | -5.34 | |
| 0.3531 | 3.95 | |
| -0.3558 | -2.76 |
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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