V-Lab: Indian Rupee EGARCH Volatility Analysis

V-Lab

Indian Rupee EGARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:4.48% (+0.43%)

Analysis last updated: Friday, July 11, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0009	0.30
$α$	0.2538	46.31
$β$	0.9852	631.56
$γ$	0.0414	9.20

Estimation Period:
Jul 4, 1991 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts