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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7476 | 0.09 | |
| 0.1722 | 0.00 | |
| 0.8278 | 0.01 | |
| 0.0207 | 0.00 | |
| -0.1469 | 0.00 | |
| 0.1382 | 0.00 | |
| 0.0030 | 0.00 | |
| -0.0198 | -0.01 | |
| -0.0298 | -0.02 | |
| 0.0465 | 0.03 | |
| 0.0285 | 0.03 | |
| -0.1560 | -0.03 | |
| 0.3807 | 0.04 |
Estimation Period:
Jul 4, 1991 to Apr 10, 2026
Jul 4, 1991 to Apr 10, 2026
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