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 Tuesday, October 14th, 2025:8.53% (-0.96%)

Analysis last updated: Monday, October 13, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8064	1.89
$α$	0.2161	9.43
$β$	0.7725	42.47
$γ_{1}$	-0.2242	-5.12
$γ_{2}$	0.2015	2.48
$γ_{3}$	0.1428	1.96
$γ_{4}$	-0.1897	-3.24
$γ_{5}$	0.0157	0.22
$γ_{6}$	0.2706	3.58
$γ_{7}$	-0.4324	-4.94
$γ_{8}$	0.2999	3.46
$γ_{9}$	-0.1003	-2.02

Estimation Period:
Dec 31, 1999 to Oct 10, 2025

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Volatility Forecasts

Volatility Forecasts