Pakistani Rupee Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, March 23rd, 2026
1 Day
4.71%
decreased by 0.29%
1 Week
5.20%
increased by 0.49%
1 Month
6.74%
increased by 2.03%
Analysis last updated: Sunday, March 22, 2026 at 01:48 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8451 | 1.72 | |
| 0.2123 | 10.01 | |
| 0.7785 | 45.27 | |
| -0.2321 | -5.54 | |
| 0.2217 | 2.84 | |
| 0.1210 | 1.68 | |
| -0.1846 | -3.43 | |
| 0.0458 | 0.74 | |
| 0.2142 | 3.17 | |
| -0.4022 | -4.97 | |
| 0.3195 | 3.40 | |
| -0.1268 | -2.09 |
Estimation Period:
Dec 31, 1999 to Mar 20, 2026
Dec 31, 1999 to Mar 20, 2026
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