V-Lab: Indian Rupee APARCH Volatility Analysis

V-Lab

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V-Lab

Indian Rupee APARCH Volatility Analysis

Volatility Prediction for Monday, October 28th, 2024:0.97% (-0.02%)

Analysis last updated: Friday, October 25, 2024 at 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0000	2.00
$α$	0.0558	13.91
$β$	0.9373	477.75
$γ$	-0.1894	-10.56
$δ$	2.1839	20.91

Estimation Period:
Jul 4, 1991 to Oct 25, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts