Indian Rupee APARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:5.01% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 4.33 | |
| 0.0628 | 18.81 | |
| 0.9372 | 449.48 | |
| -0.1838 | -10.60 | |
| 1.9175 | 32.88 |
Estimation Period:
Jul 4, 1991 to Dec 19, 2025
Jul 4, 1991 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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