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

V-Lab

Pakistani Rupee Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:5.28% (-0.24%)

Analysis last updated: Friday, April 18, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6420	4.31
$α$	0.2288	9.02
$β$	0.7317	31.57
$γ_{1}$	-0.1384	-2.07
$γ_{2}$	-0.0099	-0.09
$γ_{3}$	0.4013	4.19
$γ_{4}$	-0.4208	-4.22
$γ_{5}$	0.2207	2.18
$γ_{6}$	-0.1023	-1.32
$γ_{7}$	0.2667	4.05
$γ_{8}$	-0.4778	-6.12
$γ_{9}$	0.3862	4.41
$γ_{10}$	-0.1585	-2.91

Estimation Period:
Dec 31, 1999 to Apr 18, 2025

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Volatility Forecasts

Volatility Forecasts