Pakistani Rupee Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.33% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8222 | 1.79 | |
| 0.2139 | 9.80 | |
| 0.7759 | 44.26 | |
| -0.2298 | -5.43 | |
| 0.2163 | 2.75 | |
| 0.1264 | 1.76 | |
| -0.1851 | -3.39 | |
| 0.0363 | 0.57 | |
| 0.2313 | 3.35 | |
| -0.4123 | -5.03 | |
| 0.3162 | 3.47 | |
| -0.1215 | -2.13 |
Estimation Period:
Dec 31, 1999 to Feb 6, 2026
Dec 31, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Pakistani Rupee Analyses
Other Zero Slope Spline-GARCH Analyses on Currencies