V-Lab
V-Lab

Indian Rupee Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 29th, 2024:2.24% (-0.14%)

Analysis last updated: Thursday, March 28, 2024 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indian Rupee SGARCH
paramt-stat
ω0.79390.05
α0.17880.00
β0.82120.01
γ10.06110.00
γ2-0.2241-0.00
γ30.19300.00
γ4-0.0400-0.00
γ50.03230.01
γ6-0.0529-0.84
γ70.00330.01
γ80.08530.03
γ9-0.0873-0.04
γ10-0.0550-0.01
Estimation Period:
Jul 4, 1991 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts