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V-Lab

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

Date Range:

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to

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graph of Indian Rupee GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time