V-Lab
V-Lab
Indian Rupee AGARCH Volatility Analysis
Volatility Prediction for Thursday, September 18th, 2025:12.94% (+10.26%)
Analysis last updated: Wednesday, September 17, 2025 at 07:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indian Rupee AGARCH
paramt-stat
ω-0.0001-1.90
α0.112828.93
β0.9157400.41
γ-0.0233-3.99
Estimation Period:
Jul 4, 1991 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts