Skip to main content
V-Lab

Indian Rupee Spline-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Thursday, April 16th, 2026

1 Day

6.18%

decreased by 0.33%

1 Week

6.67%

increased by 0.16%

1 Month

8.33%

increased by 1.82%

Analysis last updated: Wednesday, April 15, 2026 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indian Rupee SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time