V-Lab: Pakistani Rupee Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Pakistani Rupee Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 3rd, 2025:9.30% (-0.13%)

Analysis last updated: Sunday, November 2, 2025 at 01:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8143	1.84
$α$	0.2153	9.52
$β$	0.7739	42.99
$γ_{1}$	-0.2256	-5.17
$γ_{2}$	0.2042	2.52
$γ_{3}$	0.1404	1.93
$γ_{4}$	-0.1886	-3.25
$γ_{5}$	0.0181	0.26
$γ_{6}$	0.2654	3.56
$γ_{7}$	-0.4303	-4.96
$γ_{8}$	0.3032	3.46
$γ_{9}$	-0.1037	-2.04

Estimation Period:
Dec 31, 1999 to Oct 31, 2025

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