Indian Rupee MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 19th, 2026:3.72% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.1672 | 30.43 | |
| 0.8210 | 146.00 | |
| -0.0975 | -18.71 | |
| 0.0003 | 6.74 | |
| 0.9873 | 51.52 | |
| 0.0127 | 2.36 |
Estimation Period:
Jan 2, 1990 to Mar 14, 2026
Jan 2, 1990 to Mar 14, 2026
News Impact Curve
Volatility Forecasts
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