Indian Rupee EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.20% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 0.17 | |
| 0.2497 | 46.58 | |
| 0.9853 | 643.56 | |
| 0.0409 | 9.30 |
Estimation Period:
Jul 4, 1991 to Feb 6, 2026
Jul 4, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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