V-Lab: Indian Rupee EGARCH Volatility Analysis

V-Lab

Indian Rupee EGARCH Volatility Analysis

Volatility Prediction for Monday, September 22nd, 2025:4.22% (+0.40%)

Analysis last updated: Friday, September 19, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0006	0.22
$α$	0.2532	46.30
$β$	0.9852	636.04
$γ$	0.0407	9.12

Estimation Period:
Jul 4, 1991 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts