Pakistani Rupee Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.45% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7106 | 2.32 | |
| 0.2230 | 9.31 | |
| 0.7609 | 40.08 | |
| -0.2313 | -5.70 | |
| 0.2217 | 2.95 | |
| 0.1215 | 1.78 | |
| -0.1869 | -3.62 | |
| 0.0417 | 0.69 | |
| 0.2280 | 3.49 | |
| -0.4118 | -5.36 | |
| 0.3533 | 3.97 | |
| -0.3494 | -2.73 |
Estimation Period:
Dec 31, 1999 to Feb 6, 2026
Dec 31, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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