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V-Lab
V-Lab
Indian Rupee EGARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:2.88% (-0.02%)
Analysis last updated: Thursday, November 13, 2025 at 07:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indian Rupee EGARCH
paramt-stat
ω0.00040.15
α0.251346.27
β0.9853642.28
γ0.04029.07
Estimation Period:
Jul 4, 1991 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts