V-Lab: Indian Rupee Spline-GARCH Volatility Analysis

Skip to main content

V-Lab

Indian Rupee Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:4.76% (+1.56%)

Analysis last updated: Thursday, October 16, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7861	0.06
$α$	0.1694	0.00
$β$	0.8306	0.01
$γ_{1}$	0.0392	0.00
$γ_{2}$	-0.1769	-0.00
$γ_{3}$	0.1555	0.00
$γ_{4}$	-0.0107	-0.00
$γ_{5}$	-0.0029	-0.00
$γ_{6}$	-0.0397	-0.02
$γ_{7}$	0.0392	0.02
$γ_{8}$	0.0406	0.10
$γ_{9}$	-0.1259	-0.06
$γ_{10}$	0.1038	0.02

Estimation Period:
Jul 4, 1991 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts