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	param	t-stat
$ω$	0.8345	1.75
$α$	0.2136	9.91
$β$	0.7766	44.67
$γ_{1}$	-0.2311	-5.50
$γ_{2}$	0.2197	2.81
$γ_{3}$	0.1229	1.71
$γ_{4}$	-0.1847	-3.42
$γ_{5}$	0.0421	0.67
$γ_{6}$	0.2209	3.25
$γ_{7}$	-0.4060	-5.00
$γ_{8}$	0.3180	3.43
$γ_{9}$	-0.1249	-2.11

V-Lab

Pakistani Rupee Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, March 3rd, 2026:5.28% (-0.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pakistani Rupee Analyses