Pakistani Rupee Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:7.01% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8213 | 1.80 | |
| 0.2142 | 9.74 | |
| 0.7755 | 43.98 | |
| -0.2290 | -5.39 | |
| 0.2140 | 2.71 | |
| 0.1289 | 1.79 | |
| -0.1857 | -3.37 | |
| 0.0330 | 0.51 | |
| 0.2375 | 3.40 | |
| -0.4154 | -5.03 | |
| 0.3131 | 3.47 | |
| -0.1173 | -2.10 |
Estimation Period:
Dec 31, 1999 to Jan 16, 2026
Dec 31, 1999 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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