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	param	t-stat
$ω$	0.9517	1.54
$α$	0.2032	11.04
$β$	0.7908	49.48
$γ_{1}$	-0.2393	-5.67
$γ_{2}$	0.2349	2.99
$γ_{3}$	0.1115	1.51
$γ_{4}$	-0.1862	-3.45
$γ_{5}$	0.0702	1.17
$γ_{6}$	0.1717	2.56
$γ_{7}$	-0.3777	-4.60
$γ_{8}$	0.3281	3.14
$γ_{9}$	-0.1386	-1.93

V-Lab

Pakistani Rupee Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Pakistani Rupee Analyses