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

V-Lab

Pakistani Rupee Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:6.35% (-0.10%)

Analysis last updated: Friday, May 30, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6610	4.15
$α$	0.2260	9.17
$β$	0.7382	33.32
$γ_{1}$	-0.1394	-2.08
$γ_{2}$	-0.0054	-0.05
$γ_{3}$	0.3942	4.10
$γ_{4}$	-0.4140	-4.11
$γ_{5}$	0.2117	2.03
$γ_{6}$	-0.0822	-1.01
$γ_{7}$	0.2357	3.43
$γ_{8}$	-0.4545	-5.68
$γ_{9}$	0.3768	4.10
$γ_{10}$	-0.1519	-2.61

Estimation Period:
Dec 31, 1999 to May 30, 2025

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Volatility Forecasts

Volatility Forecasts