V-Lab
V-Lab

Indian Rupee Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 12th, 2021:5.24% (-0.32%)
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indian Rupee SGARCH
paramt-stat
ω2.50783.03
α0.16139.11
β0.822448.93
γ1-0.3979-1.68
γ21.06032.82
γ3-1.2677-6.20
γ41.05783.40
γ5-0.5988-1.99
γ60.15190.84
γ7-0.0272-0.25
γ8-0.0639-0.66
γ90.21431.80
γ10-0.2370-1.19
Estimation Period:
Jul 4, 1991 to May 7, 2021
Impact of return on volatility tomorrow
Volatility Forecasts