Indian Rupee AGARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:2.94% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0001 | -1.90 | |
| 0.1114 | 29.05 | |
| 0.9165 | 406.27 | |
| -0.0235 | -4.01 |
Estimation Period:
Jul 4, 1991 to Nov 14, 2025
Jul 4, 1991 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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