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	param	t-stat
$ω$	0.6723	0.03
$α$	0.1605	0.00
$β$	0.8395	0.01
$γ_{1}$	0.0032	0.00
$γ_{2}$	-0.1229	0.00
$γ_{3}$	0.1312	0.00
$γ_{4}$	-0.0004	0.00
$γ_{5}$	-0.0117	0.00
$γ_{6}$	-0.0356	-0.02
$γ_{7}$	0.0549	0.02
$γ_{8}$	0.0015	0.00
$γ_{9}$	-0.0846	-1.39
$γ_{10}$	0.1130	0.23

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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