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Pakistani Rupee Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.33% (-0.87%)
Analysis last updated: Friday, February 6, 2026 at 07:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pakistani Rupee S0GARCH
paramt-stat
ω0.82221.79
α0.21399.80
β0.775944.26
γ1-0.2298-5.43
γ20.21632.75
γ30.12641.76
γ4-0.1851-3.39
γ50.03630.57
γ60.23133.35
γ7-0.4123-5.03
γ80.31623.47
γ9-0.1215-2.13
Estimation Period:
Dec 31, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts