Pakistani Rupee Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:5.91% (+1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8222 | 1.80 | |
| 0.2133 | 9.70 | |
| 0.7765 | 44.11 | |
| -0.2283 | -5.33 | |
| 0.2117 | 2.66 | |
| 0.1317 | 1.82 | |
| -0.1863 | -3.33 | |
| 0.0292 | 0.44 | |
| 0.2442 | 3.44 | |
| -0.4192 | -5.02 | |
| 0.3105 | 3.45 | |
| -0.1129 | -2.06 |
Estimation Period:
Dec 31, 1999 to Jan 2, 2026
Dec 31, 1999 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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