Indian Rupee Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 19th, 2026:3.35% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6946 | 0.01 | |
| 0.1649 | 0.00 | |
| 0.8351 | 0.00 | |
| 0.0042 | 0.00 | |
| -0.1279 | -0.00 | |
| 0.1332 | 0.00 | |
| 0.0062 | 0.00 | |
| -0.0194 | -0.00 | |
| -0.0320 | -0.01 | |
| 0.0498 | 0.01 | |
| 0.0148 | 0.03 | |
| -0.0983 | -0.02 | |
| 0.1185 | 0.04 |
Estimation Period:
Jul 4, 1991 to Mar 14, 2026
Jul 4, 1991 to Mar 14, 2026
News Impact Curve
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