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	param	t-stat
$ω$	0.7313	0.06
$α$	0.1727	0.00
$β$	0.8273	0.01
$γ_{1}$	0.0124	0.00
$γ_{2}$	-0.1353	0.00
$γ_{3}$	0.1333	0.00
$γ_{4}$	0.0062	0.00
$γ_{5}$	-0.0231	0.00
$γ_{6}$	-0.0275	-0.02
$γ_{7}$	0.0495	0.02
$γ_{8}$	0.0180	0.02
$γ_{9}$	-0.1408	-0.03
$γ_{10}$	0.3777	0.04

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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