Indian Rupee GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:4.01% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 9.29 | |
| 0.0664 | 23.30 | |
| 0.9336 | 367.55 |
Estimation Period:
Jul 4, 1991 to Dec 12, 2025
Jul 4, 1991 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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