Indian Rupee MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:3.64% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.1668 | 30.37 | |
| 0.8213 | 146.22 | |
| -0.0969 | -18.57 | |
| 0.0003 | 6.76 | |
| 0.9873 | 51.43 | |
| 0.0127 | 2.36 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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