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

V-Lab

Indian Rupee Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:3.20% (+0.02%)

Analysis last updated: Friday, July 4, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6872	0.05
$α$	0.1696	0.00
$β$	0.8304	0.01
$γ_{1}$	0.0162	0.00
$γ_{2}$	-0.1454	-0.00
$γ_{3}$	0.1409	0.00
$γ_{4}$	-0.0021	-0.00
$γ_{5}$	-0.0066	-0.00
$γ_{6}$	-0.0342	-0.12
$γ_{7}$	0.0250	0.04
$γ_{8}$	0.0612	0.04
$γ_{9}$	-0.1480	-0.04
$γ_{10}$	0.1522	0.05

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts