Indian Rupee EGARCH Volatility Analysis
Volatility Prediction for Friday, December 26th, 2025:4.78% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 0.16 | |
| 0.2509 | 46.45 | |
| 0.9852 | 645.63 | |
| 0.0401 | 9.08 |
Estimation Period:
Jul 4, 1991 to Dec 19, 2025
Jul 4, 1991 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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