V-Lab: Indian Rupee APARCH Volatility Analysis

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V-Lab

Indian Rupee APARCH Volatility Analysis

Volatility Prediction for Tuesday, November 18th, 2025:2.30% (-0.06%)

Analysis last updated: Monday, November 17, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0002	4.19
$α$	0.0631	18.68
$β$	0.9369	445.27
$γ$	-0.1817	-10.50
$δ$	1.9192	32.29

Estimation Period:
Jul 4, 1991 to Nov 14, 2025

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Volatility Forecasts

Volatility Forecasts