Indian Rupee EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:3.95% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 0.14 | |
| 0.2493 | 46.58 | |
| 0.9853 | 642.31 | |
| 0.0411 | 9.37 |
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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