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	param	t-stat
$ω$	0.9091	1.57
$α$	0.2071	10.60
$β$	0.7857	47.77
$γ_{1}$	-0.2364	-5.62
$γ_{2}$	0.2295	2.93
$γ_{3}$	0.1155	1.58
$γ_{4}$	-0.1853	-3.44
$γ_{5}$	0.0597	0.98
$γ_{6}$	0.1899	2.83
$γ_{7}$	-0.3887	-4.77
$γ_{8}$	0.3249	3.25
$γ_{9}$	-0.1332	-1.99

V-Lab

Pakistani Rupee Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Pakistani Rupee Analyses