V-Lab
V-Lab

Pakistani Rupee Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 19th, 2025:7.34% (+0.85%)

Analysis last updated: Tuesday, February 18, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pakistani Rupee S0GARCH
paramt-stat
ω0.62514.69
α0.23068.77
β0.722629.33
γ1-0.1408-2.14
γ2-0.0070-0.06
γ30.40364.24
γ4-0.4272-4.37
γ50.23342.43
γ6-0.1329-1.85
γ70.31325.10
γ8-0.5124-6.83
γ90.39864.90
γ10-0.1641-3.31
Estimation Period:
Dec 31, 1999 to Feb 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts