Indian Rupee EGARCH Volatility Analysis
Volatility prediction for Tuesday, April 21st, 2026
1 Day
4.71%
increased by 0.04%
1 Week
4.89%
increased by 0.22%
1 Month
5.60%
increased by 0.93%
Analysis last updated: Monday, April 20, 2026 at 07:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 0.16 | |
| 0.2477 | 46.50 | |
| 0.9854 | 642.81 | |
| 0.0414 | 9.50 |
Estimation Period:
Jul 4, 1991 to Apr 17, 2026
Jul 4, 1991 to Apr 17, 2026
Other Indian Rupee Analyses
Other EGARCH Analyses on Currencies