Indian Rupee AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:5.44% (+0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0001 | -2.00 | |
| 0.1100 | 29.40 | |
| 0.9176 | 417.09 | |
| -0.0244 | -4.20 |
Estimation Period:
Jul 4, 1991 to Feb 20, 2026
Jul 4, 1991 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Indian Rupee Analyses
Other AGARCH Analyses on Currencies