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 Wednesday, April 8th, 2026
1 Day
6.42%
decreased by 0.22%
1 Week
6.43%
decreased by 0.21%
1 Month
6.45%
decreased by 0.19%
Analysis last updated: Tuesday, April 7, 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 | 9.29 | |
| 0.0659 | 23.50 | |
| 0.9341 | 373.96 |
Estimation Period:
Jul 4, 1991 to Apr 3, 2026
Jul 4, 1991 to Apr 3, 2026
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