V-Lab: Indian Rupee APARCH Volatility Analysis

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V-Lab

Indian Rupee APARCH Volatility Analysis

Volatility Prediction for Monday, October 20th, 2025:3.00% (+0.02%)

Analysis last updated: Sunday, October 19, 2025 at 02:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0002	4.22
$α$	0.0631	18.65
$β$	0.9369	444.86
$γ$	-0.1823	-10.49
$δ$	1.9187	32.29

Estimation Period:
Jul 4, 1991 to Oct 18, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts