V-Lab
V-Lab
Indian Rupee GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 2nd, 2025:4.31% (-0.13%)
Analysis last updated: Tuesday, July 1, 2025 at 07:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indian Rupee GARCH
paramt-stat
ω0.00029.12
α0.067022.99
β0.9330358.97
Estimation Period:
Jul 4, 1991 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts