Indian Rupee GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, April 13th, 2026
1 Day
6.06%
decreased by 0.21%
1 Week
6.07%
decreased by 0.20%
1 Month
6.10%
decreased by 0.17%
Analysis last updated: Friday, April 10, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 9.29 | |
| 0.0658 | 23.52 | |
| 0.9342 | 374.74 |
Estimation Period:
Jul 4, 1991 to Apr 10, 2026
Jul 4, 1991 to Apr 10, 2026
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