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	param	t-stat
$ω$	2.4988	3.90
$α$	0.0887	10.26
$β$	0.9059	102.43
$γ_{1}$	0.0131	0.49
$γ_{2}$	0.0538	1.41
$γ_{3}$	-0.1456	-5.71
$γ_{4}$	0.1179	6.01
$γ_{5}$	-0.0436	-2.85
$γ_{6}$	0.0005	0.05

V-Lab

Mauritian Rupee Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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