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	param	t-stat
$ω$	0.8536	1.67
$α$	0.2095	10.13
$β$	0.7819	46.32
$γ_{1}$	-0.2339	-5.59
$γ_{2}$	0.2251	2.89
$γ_{3}$	0.1186	1.64
$γ_{4}$	-0.1850	-3.45
$γ_{5}$	0.0519	0.85
$γ_{6}$	0.2038	3.04
$γ_{7}$	-0.3969	-4.92
$γ_{8}$	0.3228	3.37
$γ_{9}$	-0.1304	-2.07

V-Lab

Pakistani Rupee Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Pakistani Rupee Analyses