V-Lab
V-Lab
Indian Rupee EGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 12th, 2021:5.61% (-0.28%)
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indian Rupee EGARCH
paramt-stat
ω-0.0161-9.62
α0.196219.57
β0.98371007.89
γ0.05847.51
Estimation Period:
Jul 4, 1991 to May 7, 2021
Impact of return on volatility tomorrow
Volatility Forecasts