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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8689	1.60
α ARCH Response to squared shocks	0.2115	10.53***
β GARCH Volatility persistence	0.7808	46.96***

γ₁	-0.2430	-5.91***
γ₂	0.2417	3.16***
γ₃	0.1078	1.50
γ₄	-0.1881	-3.59***
γ₅	0.0756	1.30
γ₆	0.1681	2.57**
γ₇	-0.3806	-4.71***
γ₈	0.3654	3.38***
γ₉	-0.3220	-3.03***

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Pakistani Rupee Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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