Indian Rupee APARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:3.40% (+0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 4.36 | |
| 0.0629 | 18.83 | |
| 0.9371 | 449.45 | |
| -0.1848 | -10.65 | |
| 1.9167 | 32.89 |
Estimation Period:
Jul 4, 1991 to Jan 16, 2026
Jul 4, 1991 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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