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V-Lab

Pakistani Rupee Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:3.91% (-0.51%)
Analysis last updated: Sunday, February 22, 2026 at 01:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pakistani Rupee SGARCH
paramt-stat
ω0.71002.32
α0.22299.35
β0.760940.36
γ1-0.2320-5.75
γ20.22392.99
γ30.11891.75
γ4-0.1864-3.64
γ50.04540.76
γ60.22093.43
γ7-0.4068-5.34
γ80.35313.95
γ9-0.3558-2.76
Estimation Period:
Dec 31, 1999 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts