Indian Rupee GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:5.51% (+2.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0001 | 10.78 | |
| 0.0838 | 26.57 | |
| 0.9379 | 436.05 | |
| -0.0435 | -11.16 |
Estimation Period:
Jul 4, 1991 to Jan 30, 2026
Jul 4, 1991 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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