Indian Rupee GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
117.85%
decreased by 9.01%
1 Week
117.74%
decreased by 9.12%
1 Month
117.31%
decreased by 9.55%
Analysis last updated: Sunday, May 24, 2026 at 01:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4097 | 8.70 | |
| 0.0552 | 181.05 | |
| 0.9990 | 8,394.96 | |
| 2.0014 | 500,345.50 |
Estimation Period:
Jul 4, 1991 to May 22, 2026
Jul 4, 1991 to May 22, 2026
Other Indian Rupee Analyses
Other GAS-GARCH Student T Analyses on Currencies