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	param	t-stat
$ω$	0.6769	0.03
$α$	0.1589	0.00
$β$	0.8411	0.01
$γ_{1}$	0.0072	0.00
$γ_{2}$	-0.1267	0.00
$γ_{3}$	0.1280	0.00
$γ_{4}$	0.0059	0.00
$γ_{5}$	-0.0169	0.00
$γ_{6}$	-0.0336	-0.02
$γ_{7}$	0.0561	0.02
$γ_{8}$	-0.0011	0.00
$γ_{9}$	-0.0832	-0.70
$γ_{10}$	0.1137	0.16

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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