V-Lab: Indian Rupee AGARCH Volatility Analysis

V-Lab

Indian Rupee AGARCH Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:5.64% (-0.14%)

Analysis last updated: Wednesday, April 16, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0001	-1.93
$α$	0.1137	28.87
$β$	0.9154	398.35
$γ$	-0.0237	-4.08

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts