Pakistani Rupee Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 20th, 2026:4.31% (+0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7228 | 2.21 | |
| 0.2210 | 9.43 | |
| 0.7641 | 41.33 | |
| -0.2334 | -5.77 | |
| 0.2260 | 3.01 | |
| 0.1176 | 1.71 | |
| -0.1866 | -3.64 | |
| 0.0491 | 0.83 | |
| 0.2142 | 3.32 | |
| -0.4025 | -5.26 | |
| 0.3501 | 3.85 | |
| -0.3337 | -2.73 |
Estimation Period:
Dec 31, 1999 to Mar 14, 2026
Dec 31, 1999 to Mar 14, 2026
News Impact Curve
Volatility Forecasts
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