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	param	t-stat
$ω$	0.8606	1.64
$α$	0.2081	10.22
$β$	0.7836	46.88
$γ_{1}$	-0.2348	-5.60
$γ_{2}$	0.2269	2.90
$γ_{3}$	0.1169	1.61
$γ_{4}$	-0.1848	-3.44
$γ_{5}$	0.0554	0.91
$γ_{6}$	0.1972	2.94
$γ_{7}$	-0.3930	-4.84
$γ_{8}$	0.3244	3.31
$γ_{9}$	-0.1331	-2.04

V-Lab

Pakistani Rupee Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Pakistani Rupee Analyses