V-Lab: Indian Rupee APARCH Volatility Analysis

V-Lab

Indian Rupee APARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:3.59% (-0.04%)

Analysis last updated: Monday, July 14, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0002	4.28
$α$	0.0635	18.62
$β$	0.9365	438.84
$γ$	-0.1848	-10.47
$δ$	1.9167	32.35

Estimation Period:
Jul 4, 1991 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts