V-Lab
Indian Rupee AGARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:4.38% (-0.16%)
Analysis last updated: Sunday, January 29, 2023, 01:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0001 | -2.07 | |
| 0.1149 | 27.95 | |
| 0.9153 | 389.51 | |
| -0.0286 | -4.24 |
Estimation Period:
Jul 4, 1991 to Jan 28, 2023
Jul 4, 1991 to Jan 28, 2023
News Impact Curve
Volatility Forecasts
Other Indian Rupee Analyses