Indian Rupee GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
102.77%
increased by 1.28%
1 Week
102.68%
increased by 1.19%
1 Month
102.31%
increased by 0.82%
Analysis last updated: Friday, April 24, 2026 at 07:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8009 | 8.70 | |
| 0.0553 | 181.31 | |
| 0.9990 | 8,394.96 | |
| 2.0016 | 400,322.40 |
Estimation Period:
Jul 4, 1991 to Apr 24, 2026
Jul 4, 1991 to Apr 24, 2026
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