Indian Rupee EGARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:4.46% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 0.13 | |
| 0.2508 | 46.45 | |
| 0.9852 | 645.20 | |
| 0.0402 | 9.11 |
Estimation Period:
Jul 4, 1991 to Dec 26, 2025
Jul 4, 1991 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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