V-Lab: Indian Rupee APARCH Volatility Analysis

V-Lab

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V-Lab

Indian Rupee APARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:1.96% (-0.05%)

Analysis last updated: Friday, April 26, 2024 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0002	4.40
$α$	0.0637	18.59
$β$	0.9363	430.87
$γ$	-0.1973	-10.78
$δ$	1.9065	33.06

Estimation Period:
Jul 4, 1991 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts