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Pakistani Rupee Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:5.91% (+1.62%)
Analysis last updated: Tuesday, January 6, 2026 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pakistani Rupee S0GARCH
paramt-stat
ω0.82221.80
α0.21339.70
β0.776544.11
γ1-0.2283-5.33
γ20.21172.66
γ30.13171.82
γ4-0.1863-3.33
γ50.02920.44
γ60.24423.44
γ7-0.4192-5.02
γ80.31053.45
γ9-0.1129-2.06
Estimation Period:
Dec 31, 1999 to Jan 2, 2026
Impact of return on volatility tomorrow
Volatility Forecasts