V-Lab
V-Lab
Indian Rupee EGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 23rd, 2024:2.54% (-0.05%)

Analysis last updated: Monday, April 22, 2024 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indian Rupee EGARCH
paramt-stat
ω-0.0004-0.12
α0.254645.70
β0.9844598.07
γ0.04439.56
Estimation Period:
Jul 4, 1991 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts