V-Lab: Pakistani Rupee Spline-GARCH Volatility Analysis

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V-Lab

Pakistani Rupee Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 17th, 2025:7.33% (-0.52%)

Analysis last updated: Friday, November 14, 2025 at 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6524	2.83
$α$	0.2230	8.84
$β$	0.7549	36.52
$γ_{1}$	-0.2251	-5.53
$γ_{2}$	0.2104	2.81
$γ_{3}$	0.1302	1.95
$γ_{4}$	-0.1882	-3.58
$γ_{5}$	0.0260	0.41
$γ_{6}$	0.2581	3.83
$γ_{7}$	-0.4346	-5.57
$γ_{8}$	0.3746	4.35
$γ_{9}$	-0.4402	-3.13

Estimation Period:
Dec 31, 1999 to Nov 14, 2025

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