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

V-Lab

| |

V-Lab

Indian Rupee GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:20.40% (-0.22%)

Analysis last updated: Friday, December 20, 2024 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.2780	8.68
$α$	0.0559	177.32
$β$	0.9990	8394.96
$ν$	2	400354.20

Estimation Period:
Jul 4, 1991 to Dec 20, 2024