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V-Lab

Pakistani Rupee Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.45% (-0.98%)
Analysis last updated: Friday, February 6, 2026 at 07:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pakistani Rupee SGARCH
paramt-stat
ω0.71062.32
α0.22309.31
β0.760940.08
γ1-0.2313-5.70
γ20.22172.95
γ30.12151.78
γ4-0.1869-3.62
γ50.04170.69
γ60.22803.49
γ7-0.4118-5.36
γ80.35333.97
γ9-0.3494-2.73
Estimation Period:
Dec 31, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts