Indian Rupee AGARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:4.78% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0001 | -1.97 | |
| 0.1108 | 29.24 | |
| 0.9171 | 411.80 | |
| -0.0238 | -4.08 |
Estimation Period:
Jul 4, 1991 to Dec 26, 2025
Jul 4, 1991 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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