Indian Rupee Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:4.82% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7633 | 0.13 | |
| 0.1731 | 0.00 | |
| 0.8269 | 0.01 | |
| 0.0248 | 0.00 | |
| -0.1531 | -0.00 | |
| 0.1411 | 0.00 | |
| 0.0002 | 0.00 | |
| -0.0154 | -0.00 | |
| -0.0317 | -0.03 | |
| 0.0405 | 0.04 | |
| 0.0396 | 0.02 | |
| -0.1641 | -0.03 | |
| 0.3650 | 0.05 |
Estimation Period:
Jul 4, 1991 to Feb 20, 2026
Jul 4, 1991 to Feb 20, 2026
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