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, November 24th, 2025:4.75% (-0.29%)

Analysis last updated: Sunday, November 23, 2025 at 02:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8150	1.83
$α$	0.2151	9.59
$β$	0.7742	43.25
$γ_{1}$	-0.2269	-5.25
$γ_{2}$	0.2077	2.59
$γ_{3}$	0.1363	1.88
$γ_{4}$	-0.1874	-3.29
$γ_{5}$	0.0228	0.34
$γ_{6}$	0.2564	3.53
$γ_{7}$	-0.4255	-5.00
$γ_{8}$	0.3063	3.46
$γ_{9}$	-0.1079	-2.05

Estimation Period:
Dec 31, 1999 to Nov 21, 2025

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Volatility Forecasts