Indian Rupee APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.92% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 4.32 | |
| 0.0626 | 18.91 | |
| 0.9375 | 453.97 | |
| -0.1891 | -10.80 | |
| 1.9132 | 33.15 |
Estimation Period:
Jul 4, 1991 to Feb 6, 2026
Jul 4, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Indian Rupee Analyses
Other APARCH Analyses on Currencies