Indian Rupee GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.00% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0001 | 10.78 | |
| 0.0838 | 26.69 | |
| 0.9383 | 440.50 | |
| -0.0442 | -11.40 |
Estimation Period:
Jul 4, 1991 to Feb 6, 2026
Jul 4, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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