Indian Rupee GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, June 18th, 2026
1 Day
121.75%
decreased by 0.40%
1 Week
121.64%
decreased by 0.51%
1 Month
121.18%
decreased by 0.97%
Analysis last updated: Wednesday, June 17, 2026 at 09:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7903 | 8.69 | |
| 0.0552 | 181.54 | |
| 0.9990 | 8,394.96 | |
| 2.0016 | 400,318.20 |
Estimation Period:
Jul 4, 1991 to Jun 12, 2026
Jul 4, 1991 to Jun 12, 2026
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