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

V-Lab

Pakistani Rupee Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 22nd, 2025:7.41% (-0.15%)

Analysis last updated: Friday, September 19, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7183	3.12
$α$	0.2192	9.61
$β$	0.7582	39.16
$γ_{1}$	-0.1435	-2.06
$γ_{2}$	0.0019	0.02
$γ_{3}$	0.3824	3.87
$γ_{4}$	-0.3948	-3.74
$γ_{5}$	0.1804	1.58
$γ_{6}$	-0.0184	-0.20
$γ_{7}$	0.1445	1.84
$γ_{8}$	-0.3919	-4.43
$γ_{9}$	0.3683	3.35
$γ_{10}$	-0.1590	-2.14

Estimation Period:
Dec 31, 1999 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts