V-Lab: Indian Rupee AGARCH Volatility Analysis

V-Lab

Indian Rupee AGARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:7.75% (+3.74%)

Analysis last updated: Friday, July 11, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0001	-1.87
$α$	0.1133	28.96
$β$	0.9155	399.61
$γ$	-0.0235	-4.03

Estimation Period:
Jul 4, 1991 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts