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

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V-Lab

Pakistani Rupee Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:5.29% (-0.35%)

Analysis last updated: Friday, December 12, 2025 at 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8089	1.85
$α$	0.2140	9.59
$β$	0.7751	43.58
$γ_{1}$	-0.2272	-5.29
$γ_{2}$	0.2093	2.62
$γ_{3}$	0.1339	1.85
$γ_{4}$	-0.1866	-3.32
$γ_{5}$	0.0258	0.39
$γ_{6}$	0.2505	3.50
$γ_{7}$	-0.4227	-5.03
$γ_{8}$	0.3100	3.49
$γ_{9}$	-0.1129	-2.11

Estimation Period:
Dec 31, 1999 to Dec 12, 2025

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