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	param	t-stat
$ω$	0.7572	0.05
$α$	0.1730	0.00
$β$	0.8270	0.01
$γ_{1}$	0.0108	0.00
$γ_{2}$	-0.1341	0.00
$γ_{3}$	0.1332	0.00
$γ_{4}$	0.0077	0.00
$γ_{5}$	-0.0250	0.00
$γ_{6}$	-0.0262	-0.01
$γ_{7}$	0.0478	0.01
$γ_{8}$	0.0208	0.01
$γ_{9}$	-0.1436	-0.02
$γ_{10}$	0.3754	0.02

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Indian Rupee Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Indian Rupee Analyses