V-Lab: Pakistani Rupee Spline-GARCH Volatility Analysis

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V-Lab

Pakistani Rupee Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, December 19th, 2025:3.91% (+1.19%)

Analysis last updated: Thursday, December 18, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6692	2.62
$α$	0.2206	8.98
$β$	0.7599	38.30
$γ_{1}$	-0.2274	-5.55
$γ_{2}$	0.2139	2.83
$γ_{3}$	0.1281	1.89
$γ_{4}$	-0.1878	-3.57
$γ_{5}$	0.0306	0.49
$γ_{6}$	0.2490	3.72
$γ_{7}$	-0.4283	-5.50
$γ_{8}$	0.3694	4.22
$γ_{9}$	-0.4163	-2.91

Estimation Period:
Dec 31, 1999 to Dec 12, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts