V-Lab
V-Lab
Indian Rupee GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:1.86% (-0.05%)

Analysis last updated: Sunday, April 28, 2024 at 01:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indian Rupee GARCH
paramt-stat
ω0.00029.84
α0.067722.62
β0.9323350.88
Estimation Period:
Jul 4, 1991 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts