V-Lab: Indian Rupee EGARCH Volatility Analysis

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V-Lab

Indian Rupee EGARCH Volatility Analysis

Volatility Prediction for Monday, October 27th, 2025:3.70% (-0.30%)

Analysis last updated: Sunday, October 26, 2025 at 01:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0005	0.18
$α$	0.2517	46.28
$β$	0.9852	641.84
$γ$	0.0402	9.07

Estimation Period:
Jul 4, 1991 to Oct 24, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts