V-Lab: Indian Rupee Spline-GARCH Volatility Analysis

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V-Lab

Indian Rupee Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 17th, 2025:2.11% (-0.08%)

Analysis last updated: Sunday, November 16, 2025 at 01:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7297	0.01
$α$	0.1710	0.00
$β$	0.8290	0.00
$γ_{1}$	0.0129	0.00
$γ_{2}$	-0.1469	-0.00
$γ_{3}$	0.1501	0.00
$γ_{4}$	-0.0095	-0.00
$γ_{5}$	0.0005	0.00
$γ_{6}$	-0.0453	-0.00
$γ_{7}$	0.0418	0.00
$γ_{8}$	0.0449	0.02
$γ_{9}$	-0.1560	-0.01
$γ_{10}$	0.2722	0.01

Estimation Period:
Jul 4, 1991 to Nov 14, 2025

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