V-Lab

Pakistani Rupee Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 20th, 2025:2.57% (+0.14%)
Analysis last updated: Monday, May 19, 2025 at 07:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pakistani Rupee SGARCH
paramt-stat
ω0.60925.85
α0.23028.30
β0.692322.97
γ1-0.1306-2.38
γ2-0.0080-0.08
γ30.39254.79
γ4-0.4333-5.01
γ50.24742.76
γ6-0.1299-1.83
γ70.28944.95
γ8-0.5085-7.91
γ90.51036.43
γ10-0.6233-4.93
Estimation Period:
Dec 31, 1999 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts