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	param	t-stat
$ω$	0.7578	0.14
$α$	0.1729	0.00
$β$	0.8271	0.02
$γ_{1}$	0.0248	0.00
$γ_{2}$	-0.1525	-0.00
$γ_{3}$	0.1391	0.00
$γ_{4}$	0.0025	0.00
$γ_{5}$	-0.0164	-0.01
$γ_{6}$	-0.0309	-0.04
$γ_{7}$	0.0380	0.04
$γ_{8}$	0.0439	0.04
$γ_{9}$	-0.1647	-0.05
$γ_{10}$	0.3333	0.26

V-Lab

Indian Rupee Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, January 15th, 2026:3.35% (-0.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Indian Rupee Analyses