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V-Lab

Pakistani Rupee Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:3.58% (-0.40%)
Analysis last updated: Friday, March 13, 2026 at 07:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pakistani Rupee SGARCH
paramt-stat
ω0.72192.22
α0.22109.43
β0.764041.31
γ1-0.2333-5.77
γ20.22603.01
γ30.11761.71
γ4-0.1865-3.64
γ50.04910.83
γ60.21423.32
γ7-0.4026-5.26
γ80.35073.86
γ9-0.3377-2.73
Estimation Period:
Dec 31, 1999 to Mar 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts