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Pakistani Rupee Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:7.01% (-0.64%)
Analysis last updated: Friday, January 16, 2026 at 08:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pakistani Rupee S0GARCH
paramt-stat
ω0.82131.80
α0.21429.74
β0.775543.98
γ1-0.2290-5.39
γ20.21402.71
γ30.12891.79
γ4-0.1857-3.37
γ50.03300.51
γ60.23753.40
γ7-0.4154-5.03
γ80.31313.47
γ9-0.1173-2.10
Estimation Period:
Dec 31, 1999 to Jan 16, 2026
Impact of return on volatility tomorrow
Volatility Forecasts