V-Lab: Pakistani Rupee Spline-GARCH Volatility Analysis

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V-Lab

Pakistani Rupee Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, October 20th, 2025:6.22% (-0.52%)

Analysis last updated: Friday, October 17, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6419	2.94
$α$	0.2229	8.72
$β$	0.7534	35.73
$γ_{1}$	-0.2232	-5.46
$γ_{2}$	0.2067	2.75
$γ_{3}$	0.1336	2.01
$γ_{4}$	-0.1894	-3.57
$γ_{5}$	0.0219	0.34
$γ_{6}$	0.2664	3.89
$γ_{7}$	-0.4395	-5.56
$γ_{8}$	0.3738	4.39
$γ_{9}$	-0.4321	-3.20

Estimation Period:
Dec 31, 1999 to Oct 17, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts