Indian Rupee GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 6th, 2025:3.07% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0001 | 11.75 | |
| 0.0841 | 26.29 | |
| 0.9376 | 431.10 | |
| -0.0434 | -10.97 |
Estimation Period:
Jul 4, 1991 to Oct 31, 2025
Jul 4, 1991 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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