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	param	t-stat
$ω$	0.6771	0.03
$α$	0.1588	0.00
$β$	0.8411	0.01
$γ_{1}$	0.0003	0.00
$γ_{2}$	-0.1165	0.00
$γ_{3}$	0.1245	0.00
$γ_{4}$	0.0063	0.00
$γ_{5}$	-0.0179	0.00
$γ_{6}$	-0.0329	-0.02
$γ_{7}$	0.0550	0.02
$γ_{8}$	0.0037	0.02
$γ_{9}$	-0.0901	-0.05
$γ_{10}$	0.1177	0.07

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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