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V-Lab

Indian Rupee Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 19th, 2026:3.35% (-0.28%)
Analysis last updated: Wednesday, March 18, 2026 at 07:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indian Rupee S0GARCH
paramt-stat
ω0.69460.01
α0.16490.00
β0.83510.00
γ10.00420.00
γ2-0.1279-0.00
γ30.13320.00
γ40.00620.00
γ5-0.0194-0.00
γ6-0.0320-0.01
γ70.04980.01
γ80.01480.03
γ9-0.0983-0.02
γ100.11850.04
Estimation Period:
Jul 4, 1991 to Mar 14, 2026
Impact of return on volatility tomorrow
Volatility Forecasts