V-Lab

Pakistani Rupee Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 8th, 2025:4.05% (-0.03%)
Analysis last updated: Monday, July 7, 2025 at 07:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pakistani Rupee S0GARCH
paramt-stat
ω0.68883.55
α0.22589.40
β0.746035.65
γ1-0.1435-2.08
γ2-0.0006-0.01
γ30.39113.98
γ4-0.4082-3.94
γ50.20211.87
γ6-0.0641-0.75
γ70.21142.93
γ8-0.4401-5.27
γ90.37523.81
γ10-0.1501-2.37
Estimation Period:
Dec 31, 1999 to Jul 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts