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	param	t-stat
$ω$	0.6683	0.03
$α$	0.1582	0.00
$β$	0.8418	0.01
$γ_{1}$	0.0020	0.00
$γ_{2}$	-0.1184	0.00
$γ_{3}$	0.1246	0.00
$γ_{4}$	0.0061	0.00
$γ_{5}$	-0.0167	0.00
$γ_{6}$	-0.0339	-0.02
$γ_{7}$	0.0545	0.03
$γ_{8}$	0.0044	0.02
$γ_{9}$	-0.0896	-0.07
$γ_{10}$	0.1166	0.10

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Indian Rupee Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Indian Rupee Analyses