Indian Rupee APARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, April 17th, 2026
1 Day
5.08%
decreased by 0.17%
1 Week
5.09%
decreased by 0.16%
1 Month
5.12%
decreased by 0.13%
Analysis last updated: Thursday, April 16, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 4.35 | |
| 0.0623 | 18.99 | |
| 0.9377 | 458.53 | |
| -0.1926 | -11.03 | |
| 1.9103 | 33.32 |
Estimation Period:
Jul 4, 1991 to Apr 10, 2026
Jul 4, 1991 to Apr 10, 2026
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