V-Lab

Indian Rupee Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:3.15% (+0.46%)
Analysis last updated: Thursday, July 10, 2025 at 07:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indian Rupee SGARCH
paramt-stat
ω0.77420.13
α0.17080.00
β0.82920.02
γ10.04680.00
γ2-0.1863-0.00
γ30.15660.01
γ4-0.0097-0.00
γ5-0.0027-0.00
γ6-0.0382-0.11
γ70.03140.08
γ80.04950.04
γ9-0.1148-0.03
γ100.02860.00
Estimation Period:
Jul 4, 1991 to Jul 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts