V-Lab
V-Lab
Indian Rupee GARCH Volatility Analysis
Volatility Prediction for Monday, July 14th, 2025:3.87% (+0.10%)
Analysis last updated: Friday, July 11, 2025 at 07:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indian Rupee GARCH
paramt-stat
ω0.00029.18
α0.067123.00
β0.9329358.52
Estimation Period:
Jul 4, 1991 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts