Indian Rupee GARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:3.52% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 9.29 | |
| 0.0664 | 23.33 | |
| 0.9336 | 367.69 |
Estimation Period:
Jul 4, 1991 to Jan 2, 2026
Jul 4, 1991 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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