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	param	t-stat
$ω$	0.8541	1.68
$α$	0.2108	10.12
$β$	0.7804	45.92
$γ_{1}$	-0.2334	-5.56
$γ_{2}$	0.2241	2.86
$γ_{3}$	0.1192	1.65
$γ_{4}$	-0.1847	-3.43
$γ_{5}$	0.0497	0.81
$γ_{6}$	0.2073	3.07
$γ_{7}$	-0.3983	-4.91
$γ_{8}$	0.3207	3.36
$γ_{9}$	-0.1283	-2.06

V-Lab

Pakistani Rupee Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Pakistani Rupee Analyses