V-Lab: Indian Rupee APARCH Volatility Analysis

V-Lab

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V-Lab

Indian Rupee APARCH Volatility Analysis

Volatility Prediction for Tuesday, January 14th, 2025:2.83% (+0.18%)

Analysis last updated: Monday, January 13, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0001	4.03
$α$	0.0629	18.21
$β$	0.9371	440.16
$γ$	-0.1891	-10.47
$δ$	1.9132	31.09

Estimation Period:
Jul 4, 1991 to Jan 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts