Skip to main content
V-Lab

Indian Rupee Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:4.82% (-0.26%)
Analysis last updated: Sunday, February 22, 2026 at 01:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indian Rupee SGARCH
paramt-stat
ω0.76330.13
α0.17310.00
β0.82690.01
γ10.02480.00
γ2-0.1531-0.00
γ30.14110.00
γ40.00020.00
γ5-0.0154-0.00
γ6-0.0317-0.03
γ70.04050.04
γ80.03960.02
γ9-0.1641-0.03
γ100.36500.05
Estimation Period:
Jul 4, 1991 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts