Pakistani Rupee Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:3.58% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7219 | 2.22 | |
| 0.2210 | 9.43 | |
| 0.7640 | 41.31 | |
| -0.2333 | -5.77 | |
| 0.2260 | 3.01 | |
| 0.1176 | 1.71 | |
| -0.1865 | -3.64 | |
| 0.0491 | 0.83 | |
| 0.2142 | 3.32 | |
| -0.4026 | -5.26 | |
| 0.3507 | 3.86 | |
| -0.3377 | -2.73 |
Estimation Period:
Dec 31, 1999 to Mar 13, 2026
Dec 31, 1999 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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