Indian Rupee GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, January 14th, 2026:58.84% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5275 | 8.68 | |
| 0.0556 | 180.68 | |
| 0.9990 | 8,394.96 | |
| 2.0017 | 400,341.40 |
Estimation Period:
Jul 4, 1991 to Jan 9, 2026
Jul 4, 1991 to Jan 9, 2026
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