V-Lab: Indian Rupee GAS-GARCH Student T Volatility Analysis

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Indian Rupee GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, November 4th, 2025:51.09% (-3.70%)

Analysis last updated: Monday, November 3, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.9453	8.69
$α$	0.0558	180.43
$β$	0.9990	8,394.96
$ν$	2.0021	333,680.17

Estimation Period:
Jul 4, 1991 to Oct 31, 2025