Indian Rupee APARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, May 18th, 2026
1 Day
5.63%
decreased by 0.17%
1 Week
5.64%
decreased by 0.16%
1 Month
5.67%
decreased by 0.13%
Analysis last updated: Friday, May 15, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 4.32 | |
| 0.0622 | 19.00 | |
| 0.9378 | 459.47 | |
| -0.1925 | -11.04 | |
| 1.9104 | 33.31 |
Estimation Period:
Jul 4, 1991 to May 15, 2026
Jul 4, 1991 to May 15, 2026
Other Indian Rupee Analyses
Other APARCH Analyses on Currencies