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	param	t-stat
$ω$	0.8256	1.80
$α$	0.2147	9.78
$β$	0.7751	44.01
$γ_{1}$	-0.2294	-5.42
$γ_{2}$	0.2153	2.73
$γ_{3}$	0.1274	1.78
$γ_{4}$	-0.1854	-3.38
$γ_{5}$	0.0348	0.54
$γ_{6}$	0.2340	3.38
$γ_{7}$	-0.4129	-5.03
$γ_{8}$	0.3129	3.46
$γ_{9}$	-0.1178	-2.09

V-Lab

Pakistani Rupee Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 27th, 2026:8.78% (+3.32%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pakistani Rupee Analyses