Indian Rupee APARCH Volatility Analysis
Volatility Prediction for Monday, March 23rd, 2026:6.19% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 4.32 | |
| 0.0624 | 18.96 | |
| 0.9376 | 457.39 | |
| -0.1918 | -10.98 | |
| 1.9110 | 33.30 |
Estimation Period:
Jul 4, 1991 to Mar 20, 2026
Jul 4, 1991 to Mar 20, 2026
News Impact Curve
Volatility Forecasts
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