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V-Lab

Pakistani Rupee Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, March 23rd, 2026

1 Day

4.71%

decreased by 0.29%

1 Week

5.20%

increased by 0.49%

1 Month

6.74%

increased by 2.03%

Analysis last updated: Sunday, March 22, 2026 at 01:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pakistani Rupee S0GARCH
paramt-stat
ω0.84511.72
α0.212310.01
β0.778545.27
γ1-0.2321-5.54
γ20.22172.84
γ30.12101.68
γ4-0.1846-3.43
γ50.04580.74
γ60.21423.17
γ7-0.4022-4.97
γ80.31953.40
γ9-0.1268-2.09
Estimation Period:
Dec 31, 1999 to Mar 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts