V-Lab: Indian Rupee Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Indian Rupee Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, September 17th, 2025:1.90% (+0.23%)

Analysis last updated: Tuesday, September 16, 2025 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6580	0.11
$α$	0.1668	0.00
$β$	0.8332	0.02
$γ_{1}$	-0.0208	-0.00
$γ_{2}$	-0.0740	-0.00
$γ_{3}$	0.1036	0.00
$γ_{4}$	0.0111	0.00
$γ_{5}$	-0.0426	-0.01
$γ_{6}$	-0.0034	-0.00
$γ_{7}$	0.0845	0.04
$γ_{8}$	-0.1371	-0.05
$γ_{9}$	0.1271	0.06

Estimation Period:
Jul 4, 1991 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts