V-Lab: Pakistani Rupee Spline-GARCH Volatility Analysis

V-Lab

Pakistani Rupee Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, September 17th, 2025:6.73% (+2.19%)

Analysis last updated: Tuesday, September 16, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6160	4.97
$α$	0.2267	9.00
$β$	0.7227	28.88
$γ_{1}$	-0.1416	-2.40
$γ_{2}$	0.0085	0.08
$γ_{3}$	0.3763	4.39
$γ_{4}$	-0.4101	-4.49
$γ_{5}$	0.2120	2.13
$γ_{6}$	-0.0591	-0.72
$γ_{7}$	0.1837	2.65
$γ_{8}$	-0.4173	-5.65
$γ_{9}$	0.4459	4.74
$γ_{10}$	-0.5397	-3.52

Estimation Period:
Dec 31, 1999 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts