Indian Rupee APARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:4.21% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 4.32 | |
| 0.0625 | 18.91 | |
| 0.9375 | 455.78 | |
| -0.1904 | -10.90 | |
| 1.9121 | 33.17 |
Estimation Period:
Jul 4, 1991 to Feb 13, 2026
Jul 4, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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