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	param	t-stat
$ω$	0.6680	0.04
$α$	0.1607	0.00
$β$	0.8393	0.02
$γ_{1}$	0.0047	0.00
$γ_{2}$	-0.1240	0.00
$γ_{3}$	0.1296	0.00
$γ_{4}$	0.0012	0.00
$γ_{5}$	-0.0112	0.00
$γ_{6}$	-0.0375	-0.02
$γ_{7}$	0.0537	0.03
$γ_{8}$	0.0082	0.01
$γ_{9}$	-0.0925	-0.11
$γ_{10}$	0.1173	0.13

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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