V-Lab
V-Lab
Indian Rupee GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 18th, 2025:3.80% (-0.10%)

Analysis last updated: Monday, February 17, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indian Rupee GARCH
paramt-stat
ω0.00029.50
α0.066922.71
β0.9331356.42
Estimation Period:
Jul 4, 1991 to Feb 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts