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V-Lab

Indian Rupee GJR-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Tuesday, June 9th, 2026

1 Day

5.50%

decreased by 0.16%

1 Week

5.50%

decreased by 0.16%

1 Month

5.52%

decreased by 0.14%

Analysis last updated: Monday, June 8, 2026 at 07:14 PM UTC

Date Range:

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to

6M ·

1Y ·

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graph of Indian Rupee GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time