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V-Lab

Pakistani Rupee Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 20th, 2026:4.31% (+0.73%)
Analysis last updated: Thursday, March 19, 2026 at 07:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pakistani Rupee SGARCH
paramt-stat
ω0.72282.21
α0.22109.43
β0.764141.33
γ1-0.2334-5.77
γ20.22603.01
γ30.11761.71
γ4-0.1866-3.64
γ50.04910.83
γ60.21423.32
γ7-0.4025-5.26
γ80.35013.85
γ9-0.3337-2.73
Estimation Period:
Dec 31, 1999 to Mar 14, 2026
Impact of return on volatility tomorrow
Volatility Forecasts