Indian Rupee AGARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:3.69% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0001 | -1.93 | |
| 0.1116 | 29.08 | |
| 0.9165 | 406.62 | |
| -0.0236 | -4.04 |
Estimation Period:
Jul 4, 1991 to Oct 24, 2025
Jul 4, 1991 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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