Indian Rupee GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, May 18th, 2026
1 Day
5.23%
decreased by 0.16%
1 Week
5.24%
decreased by 0.15%
1 Month
5.27%
decreased by 0.12%
Analysis last updated: Friday, May 15, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 9.24 | |
| 0.0657 | 23.54 | |
| 0.9343 | 375.53 |
Estimation Period:
Jul 4, 1991 to May 15, 2026
Jul 4, 1991 to May 15, 2026
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