Indian Rupee APARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:3.73% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 4.33 | |
| 0.0629 | 18.83 | |
| 0.9371 | 450.12 | |
| -0.1849 | -10.65 | |
| 1.9166 | 32.89 |
Estimation Period:
Jul 4, 1991 to Jan 23, 2026
Jul 4, 1991 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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