Skip to main content
V-Lab

Indian Rupee Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:3.38% (-0.28%)
Analysis last updated: Tuesday, February 17, 2026 at 07:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indian Rupee S0GARCH
paramt-stat
ω0.68680.02
α0.16580.00
β0.83420.01
γ10.00520.00
γ2-0.1304-0.00
γ30.13750.00
γ4-0.0001-0.00
γ5-0.0144-0.00
γ6-0.0317-0.01
γ70.04350.02
γ80.02470.01
γ9-0.1066-0.02
γ100.12160.04
Estimation Period:
Jul 4, 1991 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts