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	param	t-stat
$ω$	0.6684	0.03
$α$	0.1574	0.00
$β$	0.8426	0.02
$γ_{1}$	0.0000	0.00
$γ_{2}$	-0.1163	0.00
$γ_{3}$	0.1267	0.00
$γ_{4}$	0.0030	0.00
$γ_{5}$	-0.0180	0.00
$γ_{6}$	-0.0300	-0.03
$γ_{7}$	0.0534	0.03
$γ_{8}$	0.0023	0.04
$γ_{9}$	-0.0878	-0.06
$γ_{10}$	0.1166	0.09

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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