Indian Rupee EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:3.75% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 0.12 | |
| 0.2491 | 46.57 | |
| 0.9853 | 642.31 | |
| 0.0411 | 9.39 |
Estimation Period:
Jul 4, 1991 to Feb 20, 2026
Jul 4, 1991 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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