V-Lab: Indian Rupee MF2-GARCH Volatility Analysis

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Indian Rupee MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 20th, 2025:3.62% (-0.34%)

Analysis last updated: Friday, October 17, 2025 at 07:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	91
$α$	0.1656	30.34
$β$	0.8225	147.13
$γ$	-0.0938	-17.84
$λ_{1}$	0.0003	6.82
$λ_{2}$	0.9897	53.43
$λ_{3}$	0.0103	2.37

Estimation Period:
Jan 2, 1990 to Oct 17, 2025

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