Indian Rupee Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:3.38% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6868 | 0.02 | |
| 0.1658 | 0.00 | |
| 0.8342 | 0.01 | |
| 0.0052 | 0.00 | |
| -0.1304 | -0.00 | |
| 0.1375 | 0.00 | |
| -0.0001 | -0.00 | |
| -0.0144 | -0.00 | |
| -0.0317 | -0.01 | |
| 0.0435 | 0.02 | |
| 0.0247 | 0.01 | |
| -0.1066 | -0.02 | |
| 0.1216 | 0.04 |
Estimation Period:
Jul 4, 1991 to Feb 13, 2026
Jul 4, 1991 to Feb 13, 2026
News Impact Curve
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